Why don't you do the simulations in SAS? If you prefer otherwise,
setup the SAS code for running in batch mode (output and log
redirection), then call it from R with (on Windows, untested)
system("start ' ' C:\etc\sas.exe -sysin garch.sas")
To keep the parameters from the estimate, have the SAS job output them
to a text file or data set.
hth,
b.
> -----Original Message-----
> From: Nongluck Klibbua [mailto:Nongluck.Klibbua at newcastle.edu.au]
> Sent: Saturday, July 02, 2005 4:14 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] how to call sas in R
>
>
> Hello all,
> I would like to know how to call sas code in R. Since I
> simulate data in
> R and I need to use sas code (garch-t,egarch and gjr) to
> estimate it. I
> need to simulate 500 times with 2000 obs. How I can call that code in
> R.Also, how I can keep the parameters from the estimate.
>
> j=1:500
> i=1:2000
> sas code
> keep parameters.
>
> Best Appreciate,
> Luck
>
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