Displaying 2 results from an estimated 2 matches for "dcc2".
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2009 Feb 04
1
package ccgarch - dcc.estimation
...el a bivariate time series called 'residuals' as a
dcc-garch model.
I want to use the function dcc.estimation(a, A, B dcc.para, dvar, model) to
estimate the parameters.
No matter how I tried to define a, A and B, I always got the message "Error
in constrOptim(theta = para, f = loglik.dcc2, gr = grad.dcc2, ui = resta, :
initial value not feasible".
As my knowledge about GARCH is rather poor, I might have defined some input
values in an incorrect way.
E.g. this is a part of my code:
a <- rep(0,2)
A <- diag(2)
B <- diag(2)
dcc.para <- rep(0,2)
dvar <- re...
2002 Oct 14
1
OpenPGP key as authentication
...in addition to the DSA/RSA authentication.
In the ssh.com version, you got something like that (I don't really
remember the correct directive) : PgpSecreKeyfile,PgpKeyID and so on.
Is it a planned feature ?
Thanks.
adulau
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