[R] GMM with covariance moment condicion

2010-07-02 Thread peterko
hello I have covariance stacionary proces, and i want to estimate some parameter of this proces via gmm. My problem is with write "g" -function. 0 order autocovariance is not problem 1 and higher order autocavariance are problem, because add order from 0 mean that I "loose" one "observacion" i

[R] counting across leves of factors

2010-06-09 Thread peterko
I have dataframe with 17factors variables (for example every factor have 3levels) I have maybe 5000 observation. And i need to do table where is in every raw 1 of possible combination of this factors and the numbur how many time is this combination in my dataset. I wrote one code, but this is ver

Re: [R] help with tapply or other apply

2010-05-02 Thread peterko
Thank you Jim, it works very well. I do not need do it using tapply, but i think that it is the way. And Patrick thank you too -- View this message in context: http://r.789695.n4.nabble.com/help-with-tapply-or-other-apply-tp2122683p2122728.html Sent from the R help mailing list archive at Nabbl

[R] help with tapply or other apply

2010-05-02 Thread peterko
Hi, my data looks this: id forma program kod obor rocnik 1 10001 kombinovaná Matematika M1101 matematika 1 2 10002 prezenční Informatika N1801 teoretická informatika 1 3 10002 prezenční Informatika B180

Re: [R] arg min ???

2009-11-26 Thread Peterko
..,x_n)` > > I am not sure what you mean by argmin, but maybe you could look at ?optim > > Regards > Petr > >> >> >> David Winsemius wrote: >> > >> > >> > On Nov 25, 2009, at 9:15 AM, Peterko wrote: >> > >> >&g

Re: [R] arg min ???

2009-11-25 Thread Peterko
vector (x_1,x_2...,x_n)` David Winsemius wrote: > > > On Nov 25, 2009, at 9:15 AM, Peterko wrote: > >> >> Is there function what aproximate vector of parameters some function >> to >> minimum ? >> >> tet={tet1,tet2} i have they star

[R] arg min ???

2009-11-25 Thread Peterko
Is there function what aproximate vector of parameters some function to minimum ? tet={tet1,tet2} i have they starting value and i want to find the tet what minimalizing some function of tet ? thanks -- View this message in context: http://old.nabble.com/arg-min-tp26513358p26513358.h

[R] R. A. Fisher Test for value of periodorgam

2009-04-03 Thread Peterko
Is there in some pacakage this test? i mean that input will be only the value of periodogram, and the function will say that are significant. or is there only the way to calcule Fishers statistics W =Vi/V1 + · · · + Vm, for i =1 m and test it step by step ? thanks -- View this message in con

Re: [R] rounding problem

2009-02-27 Thread Peterko
all.equal is what i need, many thanks to help me baptiste auguie-2 wrote: > > Hi, > > you probably want to use ?all.equal instead of "==" > > I couldn't run your example, though > > Hope this helps, > > baptiste > > On 27 Feb 2009, at 1

[R] rounding problem

2009-02-27 Thread Peterko
hi i am creating some variables from same data, but somewhere is different rouding. look: P = abs(fft(d.zlato)/480)^2 hladane= sort(P,decreasing=T)[1:10]/480 pozicia=c(0,0,0,0,0) for (j in 1:5){ for (i in 2:239){ if (P[i]/480==hladane[2*j-1]){pozicia[j]=i-1}}} period=479/pozicia >

Re: [R] bigest part of vector

2009-02-24 Thread Peterko
Thanks for all Peterko wrote: > > Hi, may be simle question, but a do not find it anywhere. > Is there same function like max() ,but giving more results. > max() give 1number-maximum > I need funcion what give p bigest number. > many thanks > -- View this mess

[R] bigest part of vector

2009-02-24 Thread Peterko
Hi, may be simle question, but a do not find it anywhere. Is there same function like max() ,but giving more results. max() give 1number-maximum I need funcion what give p bigest number. many thanks -- View this message in context: http://www.nabble.com/bigest-part-of-vector-tp22188901p22188901

Re: [R] Fourier Row and spectral analysis

2009-02-23 Thread Peterko
Dieter Menne wrote: > > Peterko gmail.com> writes: > >> Original serie have 225 observing, but program use only 224. >> the most domain frequencies are f1=1/224 f2=1/122 f3=1/74,66 f4=1/56 >> f5=1/24,88 >> When i know these frequencies a can do, new vari

Re: [R] Fourier Row and spectral analysis

2009-02-23 Thread Peterko
t;-cos(2*pi*f1*t) s1<-sin(2*pi*f1*t) . . . s5<-sin(2*pi*f5*t) and now a can do lm(y~mean+c1+s1+c2+s2+...+s5) . Dieter Menne wrote: > > Peterko gmail.com> writes: > >> Hello, i need to find in time serie, k=1,2,3...(how if possible) most >> domain >> fre

[R] Fourier Row and spectral analysis

2009-02-22 Thread Peterko
Hello, i need to find in time serie, k=1,2,3...(how if possible) most domain frequencies and than smooth original serie by Fourier row y=mean + a1*Cos(2*pi/freq*t)+b1*Sin(2*pi/freq*t)+a2.. numbers a1,b1 ... i will have from simple regresion, i need only to find k msot domain frequensies a th