search for: 0.0291

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2007 Aug 13
1
BDS test - results unclear to me
Hello, I would like to use the BDS test from the tseries package, but there is something I don't understand in the results of the test. Let's say, I want the BDS values for an embedding dimension equal to 2 : > bds.test(c, m = 2, eps = seq(0.5 * sd(c), 2 * sd(c), length = 4),trace=FALSE); Here are the outputs: data: c Embedding dimension = 2 Epsilon for close points = 0.0097
2009 Feb 08
0
Initial values of the parameters of a garch-Model
Dear all, I'm using R 2.8.1 under Windows Vista on a dual core 2,4 GhZ with 4 GB of RAM. I'm trying to reproduce a result out of "Analysis of Financial Time Series" by Ruey Tsay. In R I'm using the fGarch library. After fitting a ar(3)-garch(1,1)-model > model<-garchFit(~arma(3,0)+garch(1,1), analyse) I'm saving the results via > result<-model
2008 Feb 03
0
[LLVMdev] 2.2 Prerelease available for testing
Target: FreeBSD 6.2-STABLE on i386 autoconf says: configure:2122: checking build system type configure:2140: result: i386-unknown-freebsd6.2 [...] configure:2721: gcc -v >&5 Using built-in specs. Configured with: FreeBSD/i386 system compiler Thread model: posix gcc version 3.4.6 [FreeBSD] 20060305 [...] objdir != srcdir, for both llvm and gcc. Release build. llvm-gcc 4.2 from source.
2008 Jan 24
6
[LLVMdev] 2.2 Prerelease available for testing
LLVMers, The 2.2 prerelease is now available for testing: http://llvm.org/prereleases/2.2/ If anyone can help test this release, I ask that you do the following: 1) Build llvm and llvm-gcc (or use a binary). You may build release (default) or debug. You may pick llvm-gcc-4.0, llvm-gcc-4.2, or both. 2) Run 'make check'. 3) In llvm-test, run 'make TEST=nightly report'. 4) When
2008 Jan 28
0
[LLVMdev] 2.2 Prerelease available for testing
Target: FreeBSD 7.0-RC1 on amd64. autoconf says: configure:2122: checking build system type configure:2140: result: x86_64-unknown-freebsd7.0 [...] configure:2721: gcc -v >&5 Using built-in specs. Target: amd64-undermydesk-freebsd Configured with: FreeBSD/amd64 system compiler Thread model: posix gcc version 4.2.1 20070719 [FreeBSD] [...] objdir != srcdir, for both llvm and gcc. Release