search for: betategarch

Displaying 2 results from an estimated 2 matches for "betategarch".

2012 Sep 05
1
run EGARCH package on REXCEl
...ve limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has been installed properly, whenever I run function, I get an error saying - "could not find function "tegarch.est". I'd appreciate any help on the above. Regards Ank [[alternative HTML version dele...
2012 Apr 15
6
CRAN (and crantastic) updates this week
CRAN (and crantastic) updates this week New packages ------------ * disclapmix (0.1) Maintainer: Mikkel Meyer Andersen Author(s): Mikkel Meyer Andersen and Poul Svante Eriksen License: GPL-2 http://crantastic.org/packages/disclapmix disclapmix makes inference in a mixture of Discrete Laplace distributions using the EM algorithm. * EstSimPDMP (1.1) Maintainer: Unknown Author(s):