Displaying 2 results from an estimated 2 matches for "librray".
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2005 Jul 07
1
q() ==> Segmentation fault
...r from shell:
$ R CMD BATCH r.in
/usr/lib/R/bin/BATCH: line 55: 17359 Done ( echo
"invisible(options(echo = TRUE))"; cat ${in}; echo "proc.time()" )
17360 Segmentation fault | ${R_HOME}/bin/R ${opts} >${out} 2>&1
Attached, please, find the librray tmc.tmp. The library contains the
three files below.
I am using R 2.1.0 and RODBC 1.1-3 on debian.
::::::::::::::
R/zzz.R
::::::::::::::
.First.lib <-
function (which.lib.loc, package, ...) {
library(RODBC)
connect()
}
.Last.lib <-
function (libpath, ...) {
}
:::::::::::::...
2013 Feb 17
0
forecast ARMA(1,1)/GARCH(1,1) using fGarch library
...4990 0.0118739830
0.0052995170 0.0353007620 -0.0107292230 0.0027573530 -0.0021998170
-0.0016535000 0.0083732060 0.0074824350
For modelling the mean i fit an ARMA(1,1) and fot the volatility
i fit a GARCH(1,1) , i used a t-student as conditional distribution,
for this i used the fGarch librray, the code is the following:
h<-garchFit(~arma(1,1)+garch(2,2),data=R,cond.dist="std",TRACE=F)
On the other hand, for the prediction i use the function "predict".
predict(h,10)
meanForecast meanError standardDeviation
1 0.001451401 0.01531682 0.01531682
2...