search for: jsu

Displaying 4 results from an estimated 4 matches for "jsu".

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2013 Mar 12
1
rugarch: GARCH with Johnson Su innovations
...t(model = "sGARCH", garchOrder = c(1,1), submodel = NULL, external.regressors = NULL, variance.targeting = FALSE), mean.model = list( armaOrder = c(0,0), include.mean = TRUE, archm = TRUE, archpow = 1, arfima = FALSE, external.regressors = NULL, archex = FALSE), distribution.model = "jsu", start.pars = list(), fixed.pars = list()) #fit the model to historical closing price (prices) fit = ugarchfit(data = prices, spec = spec) #save coefficients of the fitted model into 'par' par <- coef(fit) m = coef(fit)["mu"] lambda = coef(fit)["archm"] gamma...
2004 Aug 26
1
coplot and par
...ylab appears. From within coplot I can change the text itself but not the font, fontsize, etc, but par() before coplot has absolutely no effect wahtsoever (maybe it isn't supposed to?). I guess the question is: how can one change the way the xlab and ylab appear on a coplot? Thanks, Mihai JSU
2004 Aug 27
1
selecting unique columns of a matrix/data frame
...e the text itself but not the font, fontsize, etc, but par() before > coplot has absolutely no effect wahtsoever (maybe it isn't supposed to?). > > I guess the question is: how can one change the way the xlab and ylab appear > on a coplot? > > Thanks, > > Mihai > JSU > > > > ------------------------------ > > Message: 81 > Date: Thu, 26 Aug 2004 16:11:04 -0700 > From: rossini at blindglobe.net (A.J. Rossini) > Subject: Re: [R] Surprise when mapping matrix to image > To: r-help at stat.math.ethz.ch > Message-ID: <85k6vlebq...
2008 Jun 30
4
Rebuild of kernel 2.6.9-67.0.20.EL failure
Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking