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5 results for “from:Javier López-de-Lacalle”

Compute in C a loop with the lm() function and back to R
Javier López-de-Lacalle · Jun 19, 2006 · r-help

I want to do the computations from a loop by means of a C routine that will be called from R. The lm() function is entailed in that loop. As a guidance, I have taken the following example from http...

How to call to R_KalmanLike from outside StructTS
Javier López-de-Lacalle · Sep 10, 2010 · r-help

Dear all: I want to modify the 'StructTS' function from the 'stats' package. First, I am writing a working copy of the original version and got some problems. I have two versions of the function plus the original one. The...

Extract the names of the arguments in an "expression"
Javier López-de-Lacalle · Mar 24, 2011 · r-help

Hi everybody: I need to get the names of the arguments in an object of class "expression". I've got the following expression: > x <- expression(rho * cos(omega)) Is there any function or procedure that returns the names of the...

Function StructTS: covariance matrix of the initial state vector
Javier López-de-Lacalle · Nov 5, 2014 · r-help

Hi everyone: My question is about the function "StructTS" of the core package "stats", which fits by maximum likelihood the basic structural time series model. According to theory and the references given in "?StructTS", the covariance matrix of the initial...

Number of used observations in stats::arima with NAs
Javier López-de-Lacalle · Nov 2, 2016 · r-help

When missing observations (NAs) are present in the data and the regular or differencing filters are applied in stats::arima, the number of used observations (nobs) reported by nobs() is bigger than the actual number of non-NA observations. This...

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