search for: logr

...the paper defining the distribution). library(fSeries) curve(dsnorm(x, 0, 1, 1), -2, 2, add = F, col = 'red') #skew normal with skew 1 curve(dnorm(x, 0, 1), -2, 2, add = T, col = 'blue') #normal Then I try them as innovations, #normal innovation garch_norm <- garchFit(series = logr, include.mean = F) #skew normal innovation #this line do not include skew, so it got same result as normal garch_snorm <- garchFit(series = logr, cond.dist = 'dsnorm', include.mean = F, include.skew = F) #this line includes skew, but use default skew = 1, and it got results different...

...ters of skew and shape. Is this correct for the data or something wrong? I am attaching the code, thank you. Muster #GARCH analysis of monthly return rm(list=ls(all=TRUE)) sp500 <- read.csv('s&p_m.csv', header=TRUE) sp500 <- sp500[,2] #only adjusted close n <- length(sp500) logr <- log(sp500[1:n-1] / sp500[2:n]) acf(logr) ar5 <- arima(logr, order = c(5, 0, 0), include.mean = T) logr<- ar5$res #remove mean acf(logr) #fit GARCH distribution hist(logr, freq = F, ylim = c(0, 12), breaks = 'FD') norm_fit <- normFit(logr) curve(dnorm(x, norm_fit$est[1], nor...

...-)') Thanks ever so much in advance. -- Jeff ---- Begin ---- ## Read in the full data set (n=745466 observations) data <- read.table("../data_header.dat",header=TRUE) ## Create a data frame with all categorical variables declared as ## unordered factors data <- data.frame(logrprice=data$logrprice, cgt=factor(data$cgt), cag=factor(data$cag), gstann=factor(data$gstann), fhogann=factor(data$fhogann), gstfhog=factor(data$gstfhog), luc=factor(data$luc),...

The following behaviour (in R 0.62.3) is disturbing: > (0+0i)^2 [1] NaN+NaNi Is it deliberate?? Laimonis Kavalieris -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

The following behaviour (in R 0.62.3) is disturbing: > (0+0i)^2 [1] NaN+NaNi Is it deliberate?? Laimonis Kavalieris -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

...----------------------------------------- **the program maybe : data<-matrix(rnorm(900),ncol=9) #9variables,1dependent var,8independent data<-data.frame(data) names(data)<-c('y','x1','x2','x3','x4','x5','x6','x7','x8') logr<-lm(y~x1+x2+x3+x4+x5+x6+x7+x8-1,data) a<-summary(logr) ------------------------------------------------------------------------------------------------------------------------ Could i extract the p-values or t-values from the a$Coefficients, i searched the attributes(a), but don't find th...

...A curves Level I Level I 49.11301 20 1005 2 ACTUAL (unaided) in JAMA curves Level I Level I 56.53745 GMFM GMFCS GMAE YRS 19 91.03394 1 74.16 4.092751 20 95.35018 1 84.05 4.711454 Here is the nlme model: cp.grad<-deriv(~ (100/(1+exp(-L)))*(1-exp(-exp(logR)*x)), c("L", "logR"), function(x=0:100,L,logR) NULL) levelI.nlme<-nlme(GMAE~cp.grad(AGE,limit,lograte), data=levelI.data, fixed = limit+lograte~1, random = limit+lograte~1, start = c(2.0, -3.0)) I get a subscript ou...

Hello, I am trying to perform a logistic regression using counts. For example: cedegren <- read.table("http://www.cloudstat.org/index.php?do=/attachment/download/id_95 /", header=T) attach(cedegren) ced.del <- cbind(sDel, sNoDel) ced.logr <- glm(ced.del ~ cat + follows + factor(class), family=binomial("logit")) This works. However, if I change the family to Gaussian: ced.logr <- glm(ced.del ~ cat + follows + factor(class), family=gaussian) I get the error: Error: (subscript) logical subscript too long I would lik...

...get slightly different results with SSasympOrig. Here are my calls: This does fit the nlme model: L1.lis<-nlsList(SSasympOrig,L1.gd) L1.nlme<-nlme(L1.lis) Here is the derive function -it works for the nls call: boundedexp<-deriv(~100/(1+exp(-L))*(1-exp(-exp(logR)*x)), c("L", "logR"), function(x,L,logR){} ) L1.nls<-nls(ability ~ boundedexp(age,limit,lograte), data=L1.gd, start=c(limit=2,lograte=-3)) summary(L1.nls) . but here I run into problems L1.nlme2<-nlme(ability~boundedexp(age,...

Dear All, I would like to be able to plot histograms/densities on a semi-log or log-log scale. I found several suggestions online http://tolstoy.newcastle.edu.au/R/help/05/09/12044.html https://stat.ethz.ch/pipermail/r-help/2002-June/022295.html http://www.harding.edu/fmccown/R/#histograms Now, consider the code snippet taken from http://www.harding.edu/fmccown/R/#histograms # Get a random

...d use it to initialize the rounds value. + ln_rounds is the base 2 logarithm of the + desired rounds value. */ + + if(getpwuid_r(getuid(), &pw, pwbuf, sizeof(pwbuf), &pwd) == 0) + { + if( (lc = login_getpwclass(pwd)) != NULL) + { + logr = (int)login_getcapnum(lc, "ln_rounds", logr, logr); + rounds = 1 << logr; + if(rounds < BCRYPT_MINROUNDS) + { + printf("ln_rounds in login.conf is too small\n"); + return error; + } + } + else + { + printf("c...

Is there an easy way to display the SQL in script/console (similar to what is done in development.log)? The following works but it''s ugly: $ script/console Loading development environment. >> class ActiveRecord::ConnectionAdapters::AbstractAdapter >> def logger= (logr) >> @logger = logr >> end >> end => nil >> ActiveRecord::Base.connection.logger = Logger.new(STDOUT) => #<Logger:0x866a89f4 @level=0, @progname=nil, @logdev=#<Logger::LogDevice:0x866a7f7c @filename=nil, @mutex=#<Logger::LogDevice::LogDeviceMutex:0x865c1c...

...y *partinfo; char *drivename, *partition, *endds, *endps, *waittotals; int hd, drive, whichpart; static com32sys_t inreg; /* In bss, so zeroed automatically */ int idd, idp, endd, endp; FILE *f; char *log = "/chsdlog.txt"; char logsc[1024]; char *logs = &logsc; char logrc[10240]; char *logr = &logrc; char inch[20]; int ix = 0; int waittotal; char cc; FILE *pFile = NULL; openconsole(&dev_null_r, &dev_stdcon_w); /*if ( argc < 2 ) { error("Usage: chain.c32 (hd|fd)# [partition]\n"); goto bail; }*/ strcpy (log...

Estimado Javier Marcusi estoy intentando hacerlo con dcast ya logre que se realice la suma pero lo hace con la ultima columna y yo requiero que se haga el mismo proceso con varias columnas Saludos Enrique RAMOS El Martes, 31 de mayo, 2016 13:00:28, Javier Marcuzzi <javier.ruben.marcuzzi en gmail.com> escribió: Estimado Enrique Ramos Yo podría deci...

...plevel of R-1.0.1's source grep -rwn hypot . ~~~~~~~~~~~~~~~~~ (with a newer GNU grep that has "-r" for "recursive"): gives ./src/appl/cpoly.c:145: shr[i] = hypot(pr[i], pi[i]); ./src/appl/fortran.c:111: return hypot(z->r, z->i); ./src/main/complex.c:122: logr = log(hypot(a->r, a->i) ); ./src/main/complex.c:279: REAL(y)[i] = hypot(COMPLEX(x)[i].r, COMPLEX(x)[i].i); ./src/main/complex.c:285: REAL(y)[i] = hypot(COMPLEX(x)[i].r, COMPLEX(x)[i].i); ./src/main/complex.c:388: r->r = log(hypot( z->r, z->i )); ./src/main/complex.c:411: if(...

...|     GV |  | 1 |  | 3 | 1 | 5 | | F | 3 | 4 | 1 | 3 | 3 | 14 | |     AU | 1 |  |  |  | 2 | 3 | |     CA | 1 | 3 |  |  |  | 4 | |     GV | 1 | 1 | 1 | 3 | 1 | 7 | | Total general | 5 | 7 | 2 | 7 | 4 | 25 |  donde se obtiene la suma de los eventos en función del tipo y grupo por cada año, lo que he logrado es obtener solo la cuenta de reglones de antemano mil gracias,  Saludos Enrique RAMOSOficina de confiabilidadLAPEM-CFE _______________________________________________ R-help-es mailing list R-help-es en r-project.org https://stat.ethz.ch/mailman/listinfo/r-help-es       [[alternative HTML v...

Hi List, I am looking for a variable selection procedure with a forward-backward selection method. Firstly, it is meant to work with the cophenetic correlation coefficient (CPCC) and intended to find the variable combination with the highest cophenetic correlation. Secondly, it is aimed at Gower metric with wards method (though this could be easily extended) aimed at categorical data. What I

Hola, ¿alguien sabe como actualizar un campo de oracle desde R con el paquete ROracle? Aquí el problema es el tipo de dato de la tabla, el cual no puede cambiar, es clob. Tampoco el paquete de R puede ser otro. Necesito poner un texto muy grande. He buscado en google he intentado con stored procedure y no funciona. Se trata de un proceso que debe quedar automatizado. Muchas gracias

...neja codigo asi que estoy intentando retomar este tipo de lenguajes nuevamente..y vaya que si han cambiando. Estoy siguiendo un tutorial que indica como hacer una aplicacion sencilla llamada ''DEPOT'', despues de sortear algunos problemas de configuracion de mysql y el mismo rails logre llegar al punto donde se me indica que ejecute el comando: >ruby script/generate scaffold Product Segun esto este comando me generara el controlador, el modelo y la vista adecuados para ejecutar las altas bajas y cambios a mi tabla de ''Products'' que previamente defini en mi...

Hola a todos, quisiera saber como hacer para cambiar la escala del eje x, por ejemplo en un gráfico de puntos. Saludos _________________________________________________________________ Windows Live Messenger GRATIS: lo que faltaba en tu BlackBerry http://www.messengerentublackberry.com?ocid=WL_BB_LandPage_TagLine [[alternative HTML version deleted]]