# Tagged Questions

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0answers
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### R: changing the surface coloring (using lattice::wireframe) [migrated]

I am using lattice::wireframe to create a surface. I need to change the coloring so that it depends on the x or y variable (instead of on z). How should this be done? The documentation says that the ...
2answers
128 views

### Multivariate Weighted Linear Regression

Very simple. I am looking for a package that does Multivariate Linear Regression with weights on the observations. Does anyone know of a package that does this? I am shocked that I have not been ...
1answer
32 views

### Function to find the quantile in a vector corresponding to constant $x$ [closed]

Suppose I have constant x=0.1 in the language R and I have a vector vec = rnorm(200). Is ...
1answer
46 views

### Mathematics behind how the normal to the plane is derived from a linear model when plotting with planes3d

I've been experimenting with the rgl library to draw 3d plots of some linear models. The package works really nicely, but I have a question on the math behind how one draws a plane (using planes3d) ...
6answers
1k views

### Why and when create a R package?

I understand this question is quite a broad one, but I wonder what should be the decisive points in deciding to create (or not) a new package for R. To be more specific, I would add that the question ...
1answer
134 views

### Time series regression - ML estimation

I have a linear regression model with some correlated errors: $Y_t=\beta_0+\beta_1X_1+\beta_2X_2+\epsilon_t$, where $\epsilon_t$ is a AR(1) i.e. $\epsilon_t=\phi\epsilon_{t-1}+\nu_t$ with $\nu_t$ as ...
3answers
2k views

### Feature Selection Packages in R

I am very new to R. I am learning machine learning right now. Very sorry, if this question appears to be very basic. I am trying to find a good feature selection package in R. I went through Boruta ...
0answers
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### In R, how to add a one-step-ahead forecast to a timeseries, using nothing but the forecast package? [duplicate]

I am wondering if its possible to add a one-step-ahead forecast to a timeseries, using nothing but the forecast package in R? To avoid lookahead bias, this would involve running ...
2answers
162 views

### Entropy-based methods in R

I was wondering if anybody knows of the existence of an R package which implements entropy-based methods (maximum empirical likelihood, maximum exponential empirical likelihood, minimum discrepancy ...
0answers
61 views

### Multiple-criteria decision analysis packages for Java

Does any multiple criteria decision analysis (MCDA) package/library exist in Java? I work on ABM modelling and need to do use such a package to guide agents in their assessments. Previously I had ...
0answers
43 views

### difference between package â€˜waveslimâ€™ and 'wavethres' in R

Both are still active projects for wavelet decomposition. Based on your experience, is there a difference in approach? Things that one can do but not the other one? Thanks
0answers
159 views

### What are some software packages for doing panel aggregated logistic regression with no random or fixed effect intercept (not SAS)?

I am interested in doing Panel Aggregated Logistic Regression (aka Panel Binomial Logistic regression) without random intercept and I was wondering if anyone could suggest some existing packages. ...
1answer
284 views

### Interaction depth parameter in GBM

In the GBM package one is supposed to be able to provide interaction.depth>2, which means higher-order interactions between features. However, the resulting trees (as seen by pretty.gbm.tree) never ...
0answers
72 views

### Confidence interval in sspir package (state space model)

Has anyone have plot a confidence interval for the latent process, using the sspir package? I am able to plot the estimates, but so far haven't been able to include the confidence intervals. Any ...
1answer
536 views

### Forecasting hierarchical time series R package

I have to forecast a large set of (hierarchical) time series and since the R package hts allows for confidence intervals for their ensemble, I'd like to use it. I haven't found an example of how to ...
1answer
2k views

### What are some useful guidelines for GBM parameters?

What are some useful guidelines for testing parameters (i.e. interaction depth, minchild, sample rate, etc.) using GBM? Let's say I have 70-100 features, a population of 200,000 and I intend to test ...
0answers
142 views

### Is there a package in R that calculates the Durbin-Watson test assuming a weighted regression?

There are several packages that can apply the Durbin-Watson test for serial correlation. However, I do not see a package that supports the calculation in the case that once has a GLS weighted ...
1answer
1k views

### Constrained Optimization library for equality and inequality constraints

Any recommendations for choice of a constrained optimization library suitable for my optimization function? I am minimizing a i) non-linear function with linear equality and inequality constraints, ...