similar to: Estimation of an GARCH model with conditional skewness and kurtosis

Dear R-helpers, I have just loaded the fSeries package and I wanted to run the example provided in the documentation of garchOxFit but I got the following: > library(fSeries) > ?garchOxFit > library(datasets) > ?garchOxFit > ## Not run: > ## garchOxFit - > # Load Benchmark Data Set: > data(dem2gbp) > x = dem2gbp[, 1] >

Hi all, Can I run a cointegrating regression, for example delta Xt=a1(Yt-1-cXt-1)+E1t and delta Yt=-b1(Yt-1-cXt-1)+E2t with R were Xt and Yt are non stationary time series at t a,b,c are parameters and E1t and E2t are error terms at t. Yt-Xt is stationary Any suggestions are welcome. Best regards, /fb -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing

Can someone enlighten me on what the status is of aspect ratio in theora is ? The ti structure has aspect_num and _den values, which I assume give the intended display aspect ratio (e.g. 4/3). The sample files on the bittorrent seem to say both values are 0 for all files. I'd think it should at least be made impossible to have a 0 as the denominator. The library doesn't check the

Hello! I have created a bplot-figure using this code: *file <- "2dcali_red.ttt" ux<-as.matrix(read.table(file, dec = ",")) mode(ux)<-'numeric' vel<-ux[,1] ang<-ux[,2] x<-ux[,3] y<-ux[,4] dat<- data.frame(ang=ang, x=x,y=y) require(rms) ddist2 <- datadist(dat) options(datadist="ddist2") fitn <- lrm(ang ~ rcs(x,4) +

Dear all, I have received some data arranged like this: # original data id <- rep(letters[1:6], each=2) time <- as.factor(rep(1:2, 6)) y <- as.vector(replicate(6, c(rnorm(n=1, mean=1), rnorm(n=1, mean=2)))) test.data <- data.frame(id, time, y) test.data I would like to perform a paired t-test of the y-values at time=1 against those at time=2, with samples paired by their id. Is it

Dear all, I have some csv-files (originating from Excel-files) containing empty cells. In my example file I have four variables of different classes, each with some empty cells in the original csv-file: > test <- read.csv2("test.csv", dec=".") > test id id2 x y 1 a 1 NA 2 b e NA 2.2 3 f 3 3.3 4 c g 4 4.4 > class(test$id) [1]

Dear R-developers, A student asked me today of how to specify the limits of the x-axis. I knew that he should use xlim, but I tried to encourage him to have a try himself with the various help functions. I do not judge if he used the correct search strategy or right key words, but anyway here is what he tried: he looked at ?plot. There xlim is not mentioned. He checked ?par. There you find

Thanks Bill and Michael for taking the time to share your knowledge! As a further background to my question, here are two examples that I forgot to include in my original post (reminded by Michael's answer). I swapped the i and j arguments in `[.data.frame` and `[<-.data.frame`. With warnings, but else without (?) problem. Using Bill's data: `[.data.frame`(x = d, i = 1, j = 2) # [1]

Dear R developers, I find the format of descriptions of the arguments in the read.table help text slightly inconsistent. For example, the logical arguments comes in seven different formats, more or less explicit about the consequences of a TRUE (or FALSE): 1. check.names logical. If TRUE then the names... 2. blank.lines.skip logical: if TRUE blank lines... 3. flush logical: if TRUE,

Dear community, I had been looking for an easy way to produce latex tables from R output. xtable() and the package apsrtable produce good outputs but they are not exactly what I was looking for. I wrote this code that generates regression tables from multiple R linear models. I want to share it because it might be useful for someone else, and because I would appreciate comments on how to

Dear R developers, ?help.search ...opens a tab in my browser (Firefox 3.5.6, Win XP): http://127.0.0.1:31642/library/utils/html/help.search.html When I click on the link for "?", (http://127.0.0.1:31642/library/utils/help/?) in the last line of "Details", I get an error message: "Server error: invalid response from R". Similarly, The link to "??"

tl;dr: Why are named arguments discouraged in `[.data.frame`, `[<-.data.frame` and `[[.data.frame`? (because this question is of the kind 'why is R designed like this?', I though R-devel would be more appropriate than R-help) ############################# Background: Now and then students presents there fancy functions like this:

Dear R users, I successfully installed SciViews the other day. However, when I try to run it now, the command/script window does not appear. Strange. Well, actually I see a tendency to a script window (in the lower part of the sciview window where it is suppose to be) during start up, but when the program is entirely open, the script window is gone. I have tried to uninstall and reinstall

Dear all, I am using the nlsLM function to fit a Lorentzian function to my experimental data. The LM algorithm should allow to specify limits, but the upper limit appears not to work as expected in my code. The parameter 'w', which is peak width at half maximuim always hits the upper limit if the limit is specified. I would expect the value to be in-between the upper and lower limit with

Dear R users, I hope to explain the concepts of skewness and kurtosis by generating series of distributions with same skewness and different kurtosis or with same kurtosis and different skewness, but it seems that i cannot find the right functions. I have searched the mailing list, but no answers were found. Is it possible to do that in R? Which function could be used? Thanks a lot. --

Sorry that I was unclear. For an individual to qualify for my analysis I want both of the following two criteria to be fulfilled: First, I want to select measurement taken at a certain age: for the focal individual the year of measurement (year) should be the same as year.hatch Second, I want the focal individual to be born by a mother that reproduces for the first time. So the /parents /of

I'm sorry, but my previous message, as often happens, some brackets were wrong: Here are the correct formulas: sd = 1/n * sum((x-mean(x))^2) # (1) sd = 1/(n-1) * sum((x-mean(x))^2) # (2) This also occured in the last paragraph. Dirk ************************************************* Dr. Dirk Enzmann Institute of Criminal Sciences Dept. of Criminology Edmund-Siemers-Allee 1 D-20146

Dear all, Right now, I'm doing research about outlier in statistical data (univariate and multivariate) and I want to simulate its behavior. My problem is : How to generate random data from distribution with zero skewness and some kurtosis values in R ? A. Kudus ===================== Dept. of Statistics Bandung Islamic University I n d o n e s i a ==========================

Thanks to all who response my problem. Here are my summary : 1. from Dirk Eddelbuettel <edd at debian.org> We could try a mixture of normals -- ie flip a coin (use a uniform with some cutoff c where 0 < c < 1 ) to choose between N(0, sigma_1) and N(0, sigma_2). 2. from Michaell Taylor <michaell.taylor at reis.com> We could use the gld library to specify the lambdas of

Hello everybody, this is a bit off topic, so maybe you can just reply to me personally... What is the typical notation for 'skewness', 'kurtosis' and maybe 'excess kurtosis'? Thank you, Martina -------------------------------------------------------------------------- Department of Statistics Office Phone: (614) 292-1567 1958 Neil Avenue, 304E Cockins Hall