Displaying 6 results from an estimated 6 matches for "jamaj".
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jamal
2007 Nov 04
4
Problems with garch() function tseries package R 2.6.0
Hi all,
I recently updated my to R 2.6.0 and tseries package ?tseries? version: 0.10-11.
When i was using R Version 2.3.1 (2006-06-01) with tseries 'tseries' version: 0.10-7, the code
> garch(dflnRCLC1)
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
Call:
garch(x = dflnRCLC1)
Coefficient(s):
a0 a1 b1
4.985e+00 1.880e-01 6.210e-14
>
worked very
2008 Jul 20
2
Erro updating HTML package descriptions in packages.html
Dear all,
I have just installed the new version of R 2.7.1 and when i first
instaled some packages it asked me to create a personal directory.
It installed the packages, but not the html help page (packages.html)
The downloaded packages are in
C:\Users\jamaj\AppData\Local\Temp\Rtmp4MTuXN\downloaded_packages
updating HTML package descriptions
Warning message:
In file.create(f.tg) :
cannot create file 'C:\PROGRA~1\R\R-27~1.1/doc/html/packages.html',
reason 'Permission denied'
How can i fix the packages.html file to reflect the package...
2005 Sep 03
2
Problems plotting time-series with multiple lines
Dear Sirs,
I want to plot a time series with lines, one for each variable.
I have a dataset with dates, and the values.
How can i plot?
I could plot one variable using index plot, bu i want to put the labels on X
axis. But i had two problems:
1) The plot function, when i try to plot(x,y), incorectly sort the date (on
X axis). My dataset has the date in string format "%d/%m/%Y).
If i try to
2007 Nov 06
0
Importing Data
...f R-help digest..."
Today's Topics:
1. Help in error of mixed models (Bernardo Rangel Tura)
2. Where to ask general stats questions? (francogrex)
3. Re: structure vs. matrix (Mark Difford)
4. Problems with garch() function tseries package R 2.6.0
(Jos? Augusto Morais de Andrade J?nior - JAMAJ)
5. Re: Where to ask general stats questions? (Patrick Drechsler)
6. help on error message!!! (david csongor)
7. Re: structure vs. matrix (Duncan Murdoch)
8. Re: structure vs. matrix (Duncan Murdoch)
9. Re: help on error message!!! (Duncan Murdoch)
10. Re: help on error message!!! (Bernardo Rangel...
2007 Nov 04
0
[Spam] Re: Problems with garch() function tseries package R 2.6.0
...h doesnt work.
The test was made with the same data, in the same machine.
The maintainer did not say anything yet.
Regards,
Jos? Augusto Jr.
---------- Cabe?alho original -----------
De: "Prof Brian Ripley" ripley at stats.ox.ac.uk
Para: "Jos? Augusto Morais de Andrade J ?nior - JAMAJ" jamaj at terra.com.br
C?pia: "Kurt Hornik" Kurt.Hornik at R-project.org, r-help at R-project.org
Data: Sun, 4 Nov 2007 15:07:50 +0000 (GMT)
Assunto: [Spam] Re: [R] Problems with garch() function tseries package R 2.6.0
> Hmm, did you forget to tell us the minimal information req...
2008 Jul 21
1
portfolio optimization problem - use R
How to use R to solve the optimisaton problem
Minimize:
?*w^T*omega*w+mu^T*w+c^T(w-w0) for w>w0 long position
?*w^T*omega*w+mu^T*w-c^T(w-w0) for w<w0 short position
W: is the update weight of portfolio
Wo is the initial weight of portfolio
Omega is the variance covariance matrix
mu is the vector of return rate of stocks in the portfolio
C is the vector coefficient of transaction cost