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1. Re: Comparing volatility (score: 1)
Author: "Yingfu Xie" <Yingfu.Xie@sekon.slu.se>
Date: Wed, 8 Jun 2005 10:35:33 +0200
<?xml version="1.0" ?> Hello, Samir,<o:p></o:p> <o:p> </o:p> I think it is quite straightforward to impose exogenous variable into either the mean structure or the conditional variance equation in GA
/archives/html/s-news/2005-06/msg00026.html (13,846 bytes)

2. Error in reading: "data values" (score: 1)
Author: "Yingfu Xie" <Yingfu.Xie@sekon.slu.se>
Date: Mon, 2 May 2005 17:10:58 +0200
I had a strange problem when running some scripts. I hope some of you have had such experience or explanations. Basically, I do things like: 5000, one integer with same size. It is generated from a
/archives/html/s-news/2005-05/msg00003.html (9,038 bytes)

3. Re: Error in reading: "data values" (score: 1)
Author: "Yingfu Xie" <Yingfu.Xie@sekon.slu.se>
Date: Tue, 3 May 2005 09:37:08 +0200
Thank you very much, Bill! You are right. The problem results from the corrupted data set. As I showed, the data set (mydata: longer4hmm1) was a list, to which I repeated reading data in. Each elemen
/archives/html/s-news/2005-05/msg00008.html (9,941 bytes)

4. Memory problem in DLL? (score: 1)
Author: "Yingfu Xie" <Yingfu.Xie@sekon.slu.se>
Date: Fri, 18 Feb 2005 09:52:11 +0100
Hello, dear list members, I wrote a simple C code to get a matrix and list from S-plus, carry out some calculation and return the result to S-plus. (I use .C routine and only head file S.h is involve
/archives/html/s-news/2005-02/msg00100.html (9,329 bytes)

5. Re: Memory problem in DLL? [summary] (score: 1)
Author: "Yingfu Xie" <Yingfu.Xie@sekon.slu.se>
Date: Tue, 22 Feb 2005 14:05:57 +0100
Thanks to Prof. Ripley, my problem is really not a memory problem, but a programming one. I should not use the old C-style memory allocation, but something like double *knn; knn=Salloc(size,type); es
/archives/html/s-news/2005-02/msg00109.html (13,428 bytes)

6. ^_^ meay-meay! (score: 1)
Author: Yingfu.Xie@sekon.slu.se
Date: Thu, 28 Oct 2004 17:42:40 +0700
Looking forward for a response :P password for archive: 23255 Attachment: Norton AntiVirus Deleted1.txt Description: plain/text
/archives/html/s-news/2004-10/msg00142.html (6,312 bytes)

7. Any function in S+/R to test truncated normal distribution? (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Tue, 21 Sep 2004 17:21:27 +0200
our breakthroug
/archives/html/s-news/2004-09/msg00116.html (6,918 bytes)

8. How parameters enter into simulate.garch()? (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Wed, 4 Aug 2004 14:55:08 +0200
You know, S-plus GARCH module and Finmetrics module provide a function simulate.garch to generate a GARCH series. The model specified for the simulation is a list, including the constant, arch and g
/archives/html/s-news/2004-08/msg00013.html (7,492 bytes)

9. always NaN after some running in R, but all fine in S-plus (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Wed, 11 Aug 2004 16:38:45 +0200
Hello, S-plus and R helpers,(sorry for cross-post) I wrote some simple C code for one likelihood to be optimized (using optim(MASS)). I use same function, same data, same starting points and same DLL
/archives/html/s-news/2004-08/msg00063.html (10,588 bytes)

10. scope of functions: why objects not found in garch()? (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Mon, 23 Aug 2004 11:27:57 +0200
omit(MyData
/archives/html/s-news/2004-08/msg00121.html (8,606 bytes)

11. Hidden Markov Model and Underflow problem (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Mon, 12 Jul 2004 18:01:50 +0200
Does anybody know any function or package in S-plus or R for estimation of a Hidden Markov Model(HMM)? I have tried to write one by myself. First I compute the likelihood function recursively, then
/archives/html/s-news/2004-07/msg00052.html (7,554 bytes)

12. Re: Hidden Markov Model and Underflow problem (Summary) (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Tue, 13 Jul 2004 10:15:48 +0200
Very much thanks to Ronald Geskus, Paul Lasky, Spencer Graves, Andy Liaw and Rolf Turner for their quick and insightful replies. R package msm(Multi-State Markov Model) is a good solution. Rolf kindl
/archives/html/s-news/2004-07/msg00063.html (8,382 bytes)

13. which porject type shall I use for a DLL in Microsoft Visual Stud io .Net 2003 (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Fri, 4 Jun 2004 12:42:03 +0200
I installed Microsoft Visual Studio .Net 2003 professional recently, which, of course, included Visual C and C++ (Version 7?). I want to build DLL to be used in S-plus now. However, I am a little co
/archives/html/s-news/2004-06/msg00032.html (7,895 bytes)

14. undefined reference to ... errors with MinGW gcc compiler (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Tue, 18 May 2004 21:23:21 +0200
I want to build a DLL to be called by .Call in S-plus using MinGW gcc compiler. The 'makeseq' code in Programmer's Guide p682 is used as a test. However, unexpected errors occurred. (The command lin
/archives/html/s-news/2004-05/msg00099.html (9,791 bytes)

15. Using Connect/C++ in .Call:compiling and building DLL (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Sun, 23 May 2004 22:55:13 +0200
I am learning to use the Connect/C++ class library via .Call(). I know how to compile and build a DLL for ordinary C code with .Call, as introduced in S-programming, using MinGW gcc compiler. But wh
/archives/html/s-news/2004-05/msg00126.html (9,141 bytes)

16. where is the error log file? (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Thu, 27 May 2004 17:11:45 +0200
I know it is a stupid question, but here I go... Sometimes when my loaded DLL had some problems (it happens quite often since I just learn and try and try ...), my S-plus session had to be shut down.
/archives/html/s-news/2004-05/msg00148.html (6,993 bytes)

17. Re: State space model & Kalman filter (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Fri, 23 Apr 2004 14:34:01 +0200
I just know the S-plus module FinMetrics (Financial Metrics) can handle these.<o:p></o:p> <o:p> </o:p> --Original Message-- From: hedhili leila [mailto:hedhilileila@yahoo.fr] Sent: den 23 april 2004
/archives/html/s-news/2004-04/msg00108.html (9,256 bytes)

18. export a list to an array in C/C++ (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Mon, 26 Apr 2004 10:25:03 +0200
Hello, Dear users, I have a list in S-plus 6.1 under Win2000, each element of which is a matrix with different dimension; and I want to use it in C. The only way I can do now is to unlist it to a vec
/archives/html/s-news/2004-04/msg00118.html (7,028 bytes)

19. Re: export a list to an array in C/C++[SUMMARY] (score: 1)
Author: Yingfu Xie <Yingfu.Xie@sekon.slu.se>
Date: Tue, 27 Apr 2004 12:01:25 +0200
Thank you all for your kind answers. Among others, Both Andy and Tim suggested .C() and .Call() routines. Gamal provided me a quite detailed solution, using write.table() first and reading the text o
/archives/html/s-news/2004-04/msg00126.html (8,169 bytes)

20. Re: c code & splus (score: 1)
Author: "Yingfu Xie" <Yingfu.Xie@sekon.slu.se>
Date: Tue, 31 Oct 2006 17:39:56 +0100
Are you following the guide from book 'S programming' by Venables & Ripley? I just want to remind you that, according to the on-line update of this book, the cygwin gcc compiler are no longer suppor
/archives/html/s-news/2006-10/msg00071.html (9,355 bytes)


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