Displaying 9 results from an estimated 9 matches for "iniaes".
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indices
2009 Feb 06
2
annotating a filled contours plot with a grid of points
Dear R-help members,
I am trying to plot annotate a filled 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
2011 May 15
4
DCC-GARCH model
Hello,
I have a few questions concerning the DCC-GARCH model and its programming in
R.
So here is what I want to do:
I take quotes of two indices - S&P500 and DJ. And the aim is to estimate
coefficients of the DCC-GARCH model for them. This is how I do it:
library(tseries)
p1 = get.hist.quote(instrument = "^gspc",start = "2005-01-07",end =
2012 Oct 13
1
DCC help
hi all,
i am using a dcc model for my senior thesis, it looks at stock returns
during times of market uncertainty.
my current rfile is below.
library(SparseM)
library(quantreg)
library(zoo)
library(nortest)
library(MASS)
library(fEcofin)
library(mvtnorm)
library(ccgarch)
library(stats)
library(foreign)
#dataset<-read.csv(file="xxxx",header=FALSE)
attach(dataset);
2011 May 12
2
DCC-GARCH model and AR(1)-GARCH(1,1) regression model
Hello,
I have a rather complex problem... I will have to explain everything in
detail because I cannot solve it by myself...i just ran out of ideas. So
here is what I want to do:
I take quotes of two indices - S&P500 and DJ. And my first aim is to
estimate coefficients of the DCC-GARCH model for them. This is how I do it:
library(tseries)
p1 = get.hist.quote(instrument =
2011 Jul 19
0
Questions about DCC-GARCH Model
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
2011 May 10
0
DCC-GARCH model and AR(1)-GARCH(1, 1) regression model - help needed..
Hello,
I have a rather complex problem... I will have to explain everything in
detail because I cannot solve it by myself...i just ran out of ideas. So
here is what I want to do:
I take quotes of two indices - S&P500 and DJ. And my first aim is to
estimate coefficients of the DCC-GARCH model for them. This is how I do it:
library(tseries)
p1 = get.hist.quote(instrument =
2003 Sep 08
6
No nonodump...
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
2003 Jun 08
2
Periodic scripts
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
2012 Oct 11
1
Problems with getURL (RCurl) to obtain list files of an ftp directory
Dear all,
I have a problem with the command 'getURL' from the RCurl package, which I
have been using to obtain a ftp directory list from the MOD16 (ET, DSI)
products, and then to download them. (part of the script by Tomislav
Hengl, spatial-analyst). Instead of the list of files (from ftp), I am
getting the complete html code. Anyone knows why this might happen?
This are the steps i