[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/              ]
[__________________________________________________]

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