[R] Multiple time series as matrix
Giovanni Petris
GPetris at uark.edu
Fri Aug 2 00:46:18 CEST 2002
Hello,
I would like to do something like the following:
t(y) - FF %*% t(theta)
where y is a multiple time series, FF and theta are matrices.
Unfortunately, this doesn't work.
Using unclass(y) allows me to take the transpose, but when trying to
take the difference I get the
error "invalid time series parameters specified", I guess due to the
fact that t(unclass(y)) has still a tsp attribute.
The following works:
t(matrix(y,NROW(y),NCOL(y))) - FF %*% t(theta)
But I was wondering if there is an easier way...
Thanks,
Giovanni
--
__________________________________________________
[ ]
[ Giovanni Petris GPetris at uark.edu ]
[ Department of Mathematical Sciences ]
[ University of Arkansas - Fayetteville, AR 72701 ]
[ Ph: (479) 575-6324, 575-8630 (fax) ]
[ http://definetti.uark.edu/~gpetris/ ]
[__________________________________________________]
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
More information about the R-help
mailing list