Re: [R] MS-VAR introduction

2009-06-16 Thread Sandrine LUNVEN
, you can choose the number of regimes, the regime dependence etc. You could find more details on his site: http://www.krolzig.co.uk/index.html?content=/msvar.html However, it would be of great interest to develop a package on R. Maybe soon... Best regards, Sandrine Lunven Economist TAC financial

Re: [R] Create 2*3 Table in R

2009-04-09 Thread Sandrine LUNVEN
Dear Tian, You could simply try that: table(a[,1], a[,2], a[,3]) Regards, Sandrine Lunven -Message d'origine- De : r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] De la part de Tian Shen Envoyé : jeudi 9 avril 2009 09:06 À : r-help@r-project.org Objet : [R] Creat

[R] Kalman Filter

2008-10-31 Thread Sandrine LUNVEN
Hi, I am studying Kalman Filter and it seems to be difficult for me to apply the filter on a simple ARMA. It is easy to construct the state-space model, for instance: dlmModARMA(ar=c(0.4,-0.2),ma=c(0.2,-0.1, sigma2=1) but applying the dlmFilter on it, it doesn't work... I don't know if my problem