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
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
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
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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
..,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
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
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
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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
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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
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
>
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
>
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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
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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
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
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
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