Nothing
read_est <- function(file){
# read and parse a .est file
#
# file full path without file ending
#
# return a list with coefficients, standard errors and some statistics
est <- readLines(paste0(file, ".est"))
if (length(est) == 0){
return(NULL)
}
# lines on which a section (or subsection) starts
dollars <- grep("\\$", est)
z <- list()
# regression section
reg.start <- grep("\\$regression\\$estimates", est)
if (length(reg.start) > 0){
reg.end <- dollars[which(dollars==reg.start) + 1] - 1
z$reg <- read.table(text = est[(reg.start + 1):reg.end], sep = "\t",
header = TRUE, stringsAsFactors = FALSE)[-1,]
reg.names <- z$reg$variable
reg.coef <- as.numeric(z$reg$estimate)
if (is.null(z$reg$standard.error)){
reg.se <- rep(0, length(reg.coef))
} else {
reg.se <- as.numeric(z$reg$standard.error)
}
names(reg.coef) <- reg.names
names(reg.se) <- reg.names
} else {
reg.coef <- NULL
reg.se <- NULL
}
# arima section
arima.start <- grep("\\$arima\\$estimates", est)
if (length(arima.start) > 0){
arima.end <- dollars[which(dollars==arima.start) + 1] - 1
z$arima <- read.table(text = est[(arima.start + 1):arima.end], sep = "\t",
header = TRUE, stringsAsFactors = FALSE)[-1,]
arima.names <- paste(z$arima$operator, z$arima$factor,
z$arima$lag, sep = "-")
arima.coef <- as.numeric(z$arima$estimate)
if (is.null(z$arima$standard.error)){
arima.se <- rep(0, length(arima.coef))
} else {
arima.se <- as.numeric(z$arima$standard.error)
}
names(arima.coef) <- arima.names
names(arima.se) <- arima.names
} else {
arima.coef <- NULL
arima.se <- NULL
}
# variance / modelspan section
variance.start <- grep("\\$variance", est)
modelspan.start <- grep("\\$modelspan", est)
if (length(modelspan.start) > 0){
variance.end <- dollars[which(dollars == variance.start) + 1] - 1
} else {
variance.end <- length(est)
}
# output
z$variance <- read.table(text = est[(variance.start + 2):variance.end],
stringsAsFactors = FALSE, sep = "\t")
z$coefficients <- c(reg.coef, arima.coef)
z$se <- c(reg.se, arima.se)
z
}
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