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...contours plot (with filled.contour) with a grid of points. I have read ways of annotating it with individual points but not with grids in another matrix. Any ideas? Thank you very much. Dario ___________________________________ Dario Martin-Benito CIFOR-INIA Dpto. Sistemas y Recursos Forestales Ctra. La Coruña, Km. 7.5 E-28040 Madrid (Spain ) Tel.: +34 91 347 1461 e-mail: dmartin@inia.es /// dmartinbenito@gmail.com http://dmartinbenito.googlepages.com [[alternative HTML version deleted]]

...(ccgarch) library(fGarch) f1 = garchFit(~ garch(1,1), data=y[,1],include.mean=FALSE) f1 = f1@fit$coef f2 = garchFit(~ garch(1,1), data=y[,2],include.mean=FALSE) f2 = f2@fit$coef a = c(f1[1], f2[1]) A = diag(c(f1[2],f2[2])) B = diag(c(f1[3], f2[3])) dccpara = c(0.2,0.6) dccresults = dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dccpara,dvar=y, model="diagonal") dccresults$out DCCrho = dccresults$DCC[,2] matplot(DCCrho, type='l') dccresults$out deliver me the estimated coefficients of the DCC-GARCH model. And here is my first question: How can I check if these coefficients ar...

...;,header=FALSE) attach(dataset); vardata=data.frame(dataset[,2],dataset[,4]) ### DCC ### #initial values a1 <- c(0.003, 0.001, 0.001) A1 <- diag(c(0.1,0.1,0.1)) B1 <- diag(c(0.1, 0.1, 0.1)) dcc.para <- c(0.01,0.98) # Estimating a DCC-GARCH(1,1) model dcc.results <- dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dcc.para, dvar=vardata, model="diagonal") # Parameter estimates and their robust standard errors dcc.results$out DCC_corr<-dcc.results$DCC[,2] plot(DCC_corr) this gives me the output results and a plot. the questions i have are 1. how do i get a plot wit...

...ch) library(fGarch) f1 = garchFit(~ garch(1,1), data=y[,1],include.mean=FALSE) f1 = f1 at fit$coef f2 = garchFit(~ garch(1,1), data=y[,2],include.mean=FALSE) f2 = f2 at fit$coef a = c(f1[1], f2[1]) A = diag(c(f1[2],f2[2])) B = diag(c(f1[3], f2[3])) dccpara = c(0.2,0.6) dccresults = dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dccpara,dvar=y, model="diagonal") dccresults$out DCCrho = dccresults$DCC[,2] matplot(DCCrho, type='l') dccresults$out deliver me the estimated coefficients of the DCC-GARCH model. And here is my first question: How can I check if these coefficients are...

Dear list members, I'm trying to use DCC-GARCH model to estimate the correlation. I have downloeaded ccgarch packeage but can't understand some argument in the formula. dcc.estimation(inia, iniA, iniB, ini.dcc, dvar, model, method="BFGS", gradient=1, message=1) which is on R.Help I understand others except "ini.dcc" which is described as "a vector of initial values for the DCC parameters (2 ? 1)". Does anyone know that? In the example it is set as c(0.0...

...(ccgarch) library(fGarch) f1 = garchFit(~ garch(1,1), data=y[,1],include.mean=FALSE) f1 = f1@fit$coef f2 = garchFit(~ garch(1,1), data=y[,2],include.mean=FALSE) f2 = f2@fit$coef a = c(f1[1], f2[1]) A = diag(c(f1[2],f2[2])) B = diag(c(f1[3], f2[3])) dccpara = c(0.2,0.6) dccresults = dcc.estimation(inia=a, iniA=A, iniB=B, ini.dcc=dccpara,dvar=y, model="diagonal") dccresults$out DCCrho = dccresults$DCC[,2] matplot(DCCrho, type='l') dccresults$out deliver me the estimated coefficients of the DCC-GARCH model. And here is my first question: How can I check if these coefficients are...

I'm not sure where else to ask about this, so please excuse me if this is the wrong forum. In trying to remove a 'nodump' flag on a directory with the 'chflags' command I have noticed that the 'nonodump' flag does not function. I see an open PR for the problem: o [2003/01/09] i386/46912 johan chflags nonodump fails I was wondering when this might be dealt with? Else is

Why there is a weekly script that rebuilds the locate database when: >>> WARNING >>> Executing updatedb as root. This WILL reveal all filenames >>> on your machine to all login users, which is a security risk. Is there a way to put dates on the periodic scripts report output for those who redirect the reports to files instead of mail messages? There is no easy

...ttached packages: [1] MODIS_0.5-8 maptools_0.8-16 lattice_0.20-0 foreign_0.8-48 date_1.2-32 [6] RCurl_1.95-0.1 bitops_1.0-4.1 rgdal_0.7-19 raster_2.0-12 sp_0.9-99 loaded via a namespace (and not attached): [1] grid_2.14.1 tools_2.14.1 Kind regard for all Francisco Zambrano Bigiarini INIA Quilamapu, Chillán, *Chile* [[alternative HTML version deleted]]