Re: [R] Problem installing package "caret"

each: simple, scalable parallel programming from Revolution Analytics Use Revolution R for scalability, fault tolerance and more.http://www.revolutionanalytics.com Attaching package: ‘foreach’ The following object(s) are masked from ‘package:chron’: times This is forecast 4.00 On Tue, De

Re: [R] Problem installing package "caret"

download it individually. Thanks for the help. J On Wed, Dec 12, 2012 at 10:03 AM, Uwe Ligges < lig...@statistik.tu-dortmund.de> wrote: > > > On 12.12.2012 16:32, John Kerpel wrote: > >> Folks: >> >> I keep getting the following error message (I'm on Window

Re: [R] Problem installing package "caret"

e:In library(pkg, character.only = TRUE, logical.return = TRUE, lib.loc = lib.loc) : there is no package called ‘caret’> library(caret)Error in library(caret) : there is no package called ‘caret’ On Wed, Dec 12, 2012 at 10:01 AM, David Winsemius wrote: > > On Dec 12, 2012, at 7

[R] Problem installing package "caret"

Folks: I keep getting the following error message (I'm on Windows 7, R-2.15.2, and tried a reboot...). Thx! John > install.packages("caret")Installing package(s) into ‘C:/Program > Files/R/R-2.15.2/library’ (as ‘lib’ is unspecified)trying URL 'http://streaming.stat.iastate.edu/CRAN/bin/window

Re: [R] Egarch (1,1) with Student t distribution in R

Look at the package rugarch - it's the best. On Fri, Oct 19, 2012 at 7:52 AM, Dheeraj Pandey < dheeraj.pan...@thesmartcube.com> wrote: > Hi > I 'm new to R and wants to implement Egarch (1,1) with Student t > distribution where I need to plot Std. dev series. > Can you please help/provide me with

[R] Strange result from GAMLSS

Hi Folks! Just started using the gamlss package and I tried a simple code example (see below). Why the negative sigma? John > y <- rt(100, df=1)> m1<-fitDist(y, type="realline")Warning messages:1: In > MLE(ll3, start = list(eta.mu = eta.mu, eta.sigma = eta.sigma, : possible convergence pro

Re: [R] R function to fit ARCH and GARCH models

Use the rugarch package - it's great, high quality. On Mon, Aug 13, 2012 at 10:17 AM, Sajeeka Nanayakkara wrote: > Is there any R function to fit ARCH and GARCH models for univariate time > series and to select the best model? > > > Sajeeka Nanayakkara > [[alternative HTML version deleted

Re: [R] more efficient way to parallel

Not that I've had a chance to really look at the problem, but I've removed outer loops using parLapply from the parallel package. Works great. On Mon, Aug 6, 2012 at 11:41 AM, Jie wrote: > After searching online, I found that clusterCall or foreach might be the > solution. > > Best wishes, > Ji

Re: [R] old weird error message

Here's what I got... > fooContacting Delphi...the oracle is unavailable. We apologize for any inconvenience. On Wed, Jul 25, 2012 at 8:34 AM, Ivan Calandra wrote: > Thanks for your answer! But I have to type 4 question marks and not 3 > That's great :) > > Ivan > > -- > Ivan CALANDRA > U

Re: [R] question about TryCatch and lapply

> [[1]] > [1] 1 > > [[2]] > [1] 2 > > [[3]] > NULL > > [[4]] > [1] 4 > > > > > > On Fri, May 25, 2012 at 2:51 PM, John Kerpel > wrote: > > Folks: > > > > I've replaced an outer for-loop with lapply and it works great. B

[R] question about TryCatch and lapply

Folks: I've replaced an outer for-loop with lapply and it works great. But, I can't seem to do the following type of exception handling: tryCatch(dlmMLE(x)$value==Inf,error = function(e) NULL) which basically says if the likelihood is Inf, throw an error. But what I want it to do is just go to

Re: [R] KalmanSmooth

Look at the package dlm, fkf, or sspir for various kalman filter implementations. I use dlm regularly and it's great. On Wed, Mar 7, 2012 at 8:07 PM, Hasan Diwan wrote: > I have a bunch of clean timeseries data obtained from a sensor and I'd > like to apply a Kalman Filter to it to smoothe it o

Re: [R] DCC-GARCH model

Also see the most excellent rmgarch package from A*lexios Ghalanos *available here: https://r-forge.r-project.org/R/?group_id=339 On Thu, Feb 23, 2012 at 9:41 AM, vnatanel wrote: > Dear Marcin, > > > This document should clarify your questions: > > http://www.google.be/url?sa=t&rct=j&q=ccgar

Re: [R] Install the rugarch-package

rugarch installs and works fine for me under windows 7 64-bit and R 2.13.1 64 bit. On Mon, Oct 17, 2011 at 7:49 AM, user84 wrote: > Hi, > > i am unable to install the rugarch package. > More than that i do not even find this package in my list of possible > packages. > Its possible than the name

Re: [R] MS-VAR introduction

Try the package vars. On Wed, Aug 31, 2011 at 4:17 PM, Tayfur wrote: > Can u help me how can i get impulse response function for msvar models in r > programme??? > thanks lots of > Best, > Tayfur > > -- > View this message in context: > http://r.789695.n4.nabble.com/MS-VAR-Introduction-tp896008p

[R] do.call and applying na.rm=TRUE

Hi all! I need to do something really simple using do.call. If I want to call the mean function inside do.call, how do I apply the condition na.rm=TRUE? So, I use do.call(mean, list(x)) where x is my data. This works fine if there are no NAs. Thanks, John [[alternative HTML version d

Re: [R] Kalman Filter

Try the most excellent package dlm written by Giovanni Petris for your all your Kalman filter needs. Also buy the accompanying book - it really integrates the dlm package with the theory behind it. Best, John On Mon, Nov 15, 2010 at 8:39 AM, Garten Stuhl wrote: > Hello, > > > > thanks for answ

[R] Problems coercing to timeSeries

Hi all. I'm suddenly having problems with the following: > FUT10Y<-read.table("C:\\FUT10YR.csv",header=TRUE,sep=",") > head(FUT10Y) Date PX_OPEN PX_HIGH PX_LOW PX_LAST 1 1/5/1999 119. 119.1875 118.5312 118.6250 2 1/6/1999 118.5938 118.8750 118.2812 118.8438 3 1/7/1999 118.9062 1

Re: [R] CRAN (and crantastic) updates this week

Great idea - thx! On Mon, Aug 24, 2009 at 9:30 AM, hadley wickham wrote: > Sorry, we had some problems with the initial sending of our weekly digest > which resulted in a rather empty email. Here is the correct version: > > CRAN (and crantastic) updates this week > > New packages >

[R] VAR with binary endogenous variables

Hi all! Does anyone know if a vector autoregression package is avaialable that allows binary variables as part of the endogenous system? I'm looking for something along the lines of what is implemented in "Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of US Recessions" by Michael D

Re: [R] R crash after fGarch update

> library(fGarch) > load(".RData") # or whatever you renamed it to. > > This will either work or (more ikely) tell you it cannot find fGarch or a > package it depends on). > > On Mon, 16 Feb 2009, John Kerpel wrote: > > Hi folks! >> After updating my pa

[R] R crash after fGarch update

Hi folks! After updating my packages my R seems to have completely crashed as will not start up - even after I installed 2.8.1 from 2.8.0. I get the following: Fatal error: unable to restore saved data in .Rdata Error in loadNamespeace(name): there is no package called fGarch But I do have a pa

[R] System.time

Hi folks! Does anyone know why I might see something like this after running system.time? system.time(svd(Mean_svd_data)) user system elapsed 0 0 0 The data set is tiny and the function returns results instantly, but shouldn't it still give me a time? Thanks, John

[R] fGarch Max Likelihood

Is the likelihood returned by fGarch the negative of the likelihood - so we're minimizing the negative of the max likelihood function? Thx, John [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mai

[R] Confidence Intervals for Poisson

Hi folks! I run the following code to get a CI for a Poisson with lambda=12.73 library(MASS) set.seed(125) x <- rpois(100,12.73) lambda_hat<-fitdistr(x, dpois, list(lambda=12))$estimate #Confidence Intervals - Normal Approx. alpha<-c(.05,.025,.01) for(n in 1:length(alpha)) { LowerCI<-mean(x

[R] Histograms: Boxes and lines

Hi folks! I'm trying to get a histogram legend to give me a filled box and a line. The problem is I keep getting both filled boxes and a line. How can I get rid of the second box from the code below? x<-rnorm(1000,mean=0,sd=1) hist(x, breaks = 50, main="Histogram of x",freq=FALSE, xlab=" x"

[R] Problem with alignDailySwries in R-metrics

Hi Folks! I seem to be having a problem with alignDailySeries in Rmetrics: DTB6<-fredSeries("DTB6",frequency = "daily",from = "1980-01-01") trying URL ' http://research.stlouisfed.org/fred2/series/DTB6/downloaddata/DTB6.txt' Content type 'text/plain; charset=UTF-8' length 248392 bytes (242 Kb) op