Displaying 2 results from an estimated 2 matches for "daylist".
2008 Aug 11
3
Exporting a list of lists
I have a list
List(Sku=" ", Shape=1, Scale=3, DayOfYear=daylist)
Note: picture daylist as c(2,3,4,3) it is a list with variable length.
Then I have a list of lists
al <- c(al, List(List(Sku=" ", Shape=1, Scale=3, DayOfYear=daylist))
Note: same comment on daylist as above.
So far this creates a list of lists just how I want it. If I do al[1] I ge...
2012 Jul 19
1
Switching log(J) to log(J+1) to avoid log(0) in HAR-RVJ model
...ces")
dat <- read.zoo(dat, sep = "",format="%d/%m/%Y %H:%M",
tz="", FUN=NULL, regular=TRUE,
header=TRUE, index.column=1, colClasses=c("character",
"numeric"))
dat <- as.xts(dat)
## cleaned data here to get
daylist <- lapply(split(dat, "days"), function(x) {
if(NROW(x) >= 10) x
})
do.call(rbind, daylist) -> dat
makeReturns(dat) -> dat
the code I am running to get the HAR regressions (full code for it shown
below) is
x = harModel(dat, periods = c(1,5,22), periodsJ=c(1), RVest =
c(&quo...