similar to: Maximum Likelihood Est. regarding the degree of freedom of a multivariate skew-t copula

Displaying 13 results from an estimated 13 matches similar to: "Maximum Likelihood Est. regarding the degree of freedom of a multivariate skew-t copula"

2006 Jun 02
1
Multivariate skew-t cdf
Dear All, I am using the pmst function from the sn package (version 0.4-0). After inserting the example from the help page, I get non-trivial answers, so everything is fine. However, when I try to extend it to higher dimension: xi <- alpha <- x <- rep(0,27) Omega <- diag(0,27) p1 <- pmst(x, xi, Omega, alpha, df = 5) I get the following result: >p1 [1] 0 attr(,"error")
2009 Jul 06
1
transform multi skew-t to uniform distribution
Hi R-users,  I have a data from multi skew t and would like to transform each of the data to uniform data.  I tried using 'pmst' but only got one output:   > rr1 <- as.vector(r1);rr1  [1]  0.7207582  5.2250906  1.7422237  0.5677233  0.7473555 -0.6020626 -2.1947872 -1.1128313 -0.6587316 -1.1409261     > pmst(rr1, xi=rep(0,10), Omega=diag(10), alpha=rep(1,10), df=5) [1] 3.676525e-09
2006 Mar 28
2
Skewed t distribution
Dear All, I am working with skewed-t copula in my research recently, so I needed to write an mle procedure instead of using a standard fit one; I stick to the sn package. On subsamples of the entire population that I deal with, everything is fine. However, on the total sample (difference in cross-sectional dimension: 30 vs 240) things go wrong - the objective function diverges to infinity. I
2010 Oct 10
1
Help needed for getYahooData in TTR package & writing the Yahoo data to excel
Dear all, I'm totally new to R. Recently I've been trying to use getYahooData in TTR package in order to download stock index daily open/high/low/close. The downloaded data is in the format of Open High Low Close Volume 2000-01-04 18937.45 19187.61 18937.45 19002.86 0 2000-01-05 19003.51 19003.51 18221.82 18542.55 0 2000-01-06
2003 Sep 05
3
fit data with skew t distribution
Hi, Is there a function in R that I can use to fit the data with skew t distribution? Speaking in detail, I first used the kernel density estimation to fit my data, then I drew the skew t using my specified location, scale, shape, and df to make it close to the kernel density. Now I want to get the parameter estimations of the skew t which give me the closet density to the kernel density.
2015 Sep 18
2
file names format for c32 files
On Fri, Sep 18, 2015 at 02:01:32PM +0300, Ady via Syslinux wrote: > > > > We have pxechn.c32 working with pxelinux.0 to switch between the two > > system, but pxechn.c32 under Uefi come up with the folowing error > > > @Developers, please consider using 8.3 file names format for c32 files > instead of such a long file name. Example of such a long file name? So
2005 Jun 03
1
GARCH (1 , 1), Hill estimator of alpha, Pareto estimator
Dear R users, Could you please help me out. I am in trouble as I am unable to model graphs to explain the GARCH (1 , 1) model, the Hill estimator (of alpha), and the Pareto estimator. I just got introduce to R. I am working on a paper which must be worked from R. You look at the difficulty I had from the text below. [1] "DAX" "DAX_CAC" "DAX_CAC40"
2005 Feb 24
1
Density of the Multivariate T Distribution
Hi, I am looking for an efficient way to compute the values of the density function of a multivariate T distribution - something like "dmvnorm", but for T distr. Does this exist somewhere? Many thanks, Jan Bulla Goettingen University
2015 Sep 18
1
file names format for c32 files
On 18/09/2015 15:23, Ady via Syslinux wrote: > >> On Fri, Sep 18, 2015 at 02:01:32PM +0300, Ady via Syslinux wrote: >>>> >>>> We have pxechn.c32 working with pxelinux.0 to switch between the two >>>> system, but pxechn.c32 under Uefi come up with the folowing error >>> >>> >>> @Developers, please consider using 8.3
2015 Sep 18
3
Pxechn.C32 working under Uefi
Hello I'm currently working on a project to rolling out a new TFTP boot server, for a fairly large infrastructure (>200 servers, >1500 clients, with heterogeneous configurations/setups). We are using Syslinux version 6.03 for all the function within our TFTP server. We are using Ubuntu as our main TFTP server for most deployments and WDS for our
2016 Nov 22
1
Winbind traffic not encrypted
On Tue, 22 Nov 2016 15:19:34 +0000 Brian Candler via samba <samba at lists.samba.org> wrote: > On 21/11/2016 17:21, Brian Candler wrote: > > I'd quite like to be able to fetch a ticket using the keytab > > I found a solution to that part by using a different form of > principal name with "hostname$" > > root at client-ad:~# kinit -k -t
2015 Sep 18
0
file names format for c32 files
> On Fri, Sep 18, 2015 at 02:01:32PM +0300, Ady via Syslinux wrote: > > > > > > We have pxechn.c32 working with pxelinux.0 to switch between the two > > > system, but pxechn.c32 under Uefi come up with the folowing error > > > > > > @Developers, please consider using 8.3 file names format for c32 files > > instead of such a long file name.
2009 Jul 09
2
How to Populate List
Hi, I'm new to R and would like to know, how one can populate the list with array data. I'm reading a tab separated table in R. The data in the table looks something like this. #Table Data Comp    A    B    C Extracellular    103    268    535759 Nucleus    45603    47783    442744 #R code myData <- read.table("table.data",                 header=T,