RSiteSearch("garch", "functions") produced 21 hits, the
first 10 of
which identified 'garch'-type capabilities in packages
'tseries',
'fSeries' and 'fOptions'.
Hope this helps.
Spencer Graves
p.s. You might get better and quicker help from this listserve if your
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in the "R-sig-finance" listserve for the Special Interest Group for
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in Finance'.
Patrick Zhang wrote:> Hello all,
>
> Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and
> VB.NET<http://vb.net/>.
> It involves optimization of a three-variate function with some constraints.
> Learned from Wilmott.com <http://wilmott.com/> that R might be able
to do it
> but have no idea how. Could anyone help me out please. Thanks in advance.
>
> Additional info:
> 1. Tried calling Excel Solver from within my web application - it works
fine
> except that Excel.exe won't go away from task manager although the
Quit()
> method has been used;
> 2. Also tried running (Process.Start) a separate console application that
> calls Excel Solver from the code, getting error message: The application
> failed to initialize properly (0xc0000142).
> Any thought of an alternative?
>
> Best wishes,
> Pat
>
> [[alternative HTML version deleted]]
>
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