similar to: how to call egarch of sas in R

Please allow me an unusual question. Is there any way that R can be closely integrated with a Microsoft Powerpoint presentation? I would like to embed R calculations in Powerpoint so that I will start Powerpoint, be prompted to enter some parameters, and an R function will run and return values and graphs. Thanks, John R 2.1.1 windows 2k John Sorkin M.D., Ph.D. Chief, Biostatistics and

I have a general question. Is there a setting that can be used for a multiple line type? The situation is that I want a solid line between x and y points but if the y point is missing, I want a dashed line type to the next point. In other words, if point 1 to 2 exists, make that line solid, otherwise, make it dashed up to the next existing x/y point. Additionally, what plot type would you

Is there anyway to preset date formats? I have a date from a cover.dbf that is shown as this: > cover$FINALREPOR [1] "2003-06-24" The numeric value in cover$FINALREPOR is 12227. I'd rather not create another vector to hold the properly formatted date. When I put this in a WordPerfect merge, I want the date to be June 24, 2003. I could take care of the problem in a

How can I stop the following warning from occuring? invalid factor level, NAs generated in: "[<-.factor"(`*tmp*`, iseq, value = structure(1, .Label = "12", class = "factor")) The Label messages are for "5", "8", "12" and "46". I want the NAs to be generated as needed. Is this causing R to slow down by generating the warning

In this simple function, how can I pass strings for index and column names to the function? I've posted this type of question before and received no response. Maybe this example will be easier to understand and troubleshoot. ds <- function(myds, vec) {myds[[vec]]*2} ds1 <- c(X=list(1:10), Y=list(11:20)) ds(get("ds1"),get("Y")) khobson at odot.org Kenneth Ray

I write a function to get the frequency and prop of a variable. freq<-function(x,digits=3) {naa<-is.na(x) nas<-sum(naa) if (any(naa)) x<-x[!naa] n<-length(x) ta<-table(x) prop<-prop.table(ta)*100 res<-rbind(ta,prop) rownames(res)<-c("Freq","Prop") cat("Missing value(s) are",nas,".\n") cat("Valid case(s)

I am using rbind to add one list with one row to another master list. The problem is that not all columns exist in both lists. What methods would you recommend to reorder one list based on the column names of another? If both sets have the same order and columns, I can then use rbind. I can live with columns being added to the master list set it makes the task easier using something like

I am a new user of R so please bear with me. I have reviewed some R books, FAQs and such but the volume of material is great. I am in the process of porting my current SAS and SVS Script code to Lotus Approach, R and WordPerfect. My question is, can you help me determine the best R method to implement the Hoaglin Outlier Method? It is used in the Appendix A and B of the fo llowing link.

hi, i am using the RODBC package to read excel files using odbcConnectExcel and susequently sqlFetch to read the contents of the file. the file that i use is just a matrix of numbers thats all. no headers and column names. what happens is that the sqlFetch is not reading my first row of numbers. i have tried different combinations of colnames and rownames logical values but that first row is not

For windows, how can I list only the folders in some folder? I was thinking that dir() and file.info() with isdir==TRUE being something that might work. These folders or directories are numerically named with no dot extension names or other characters. Typically, these are 3132, 3334, ... Here is what I tried. The last line is where I need more work. pData="C:/Myfiles/R/Data/" setwd

Hello all, I would like to know how to call sas code in R. Since I simulate data in R and I need to use sas code (garch-t,egarch and gjr) to estimate it. I need to simulate 500 times with 2000 obs. How I can call that code in R.Also, how I can keep the parameters from the estimate. j=1:500 i=1:2000 sas code keep parameters. Best Appreciate, Luck

Dear R-helpers, I was wondering if anyone has or knows someone who might have an implementation of algorithm for estimating garcht-t, egarch and gjr models. I try to use Fseries but I don't know how to code these models. Thanks a million in advance, Sincerely, Nongluck

Hi, I`m about to switch from STATA to R and have serious troubles to find proper documentations on the internet. Right now I try to find a proper documentation of the eGARCH model being part of the rugarch package. Neither here http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf nor here http://cran.r-project.org/web/packages/rugarch/rugarch.pdf could

Hallo, I am a student specializing statistics and econometrics in germany. I know there is a way to program EGARCH-processes (time series analyses) in R. If you are ackquainted with statistics already you know that there is nothing but a theorethical use of GARCH-Package in R. Not only because the distribution is gaussian, but also because the skewdness and leptokurthosis are not quite good

Hi, Could you please help me with EGARCH and GJR? Is it possible to use EGARCH and GJR in R? I have used below mentioned code for GARCH in R, but I never used EGARCH and GJR in R. Thank you in advance! daten<-read.table("H://Daten//Zeitreihen//dax_1.csv", sep=";", header=T) DAX.kurs<-daten DAX.kurs<-ts(DAX.kurs,names="DAX-Kurs")

Hi, Can we run EGARCH in R. If yes, I would be grateful if someone could tell me the R codes for running EGARCH model. Thanks. [[alternative HTML version deleted]]

Hi, I have limited experience on R and recently started using REXcel. Although I have been able to run both simple functions (like mean etc) and some complex ones (like Principal Component analysis, PCA) using RExcel, I am facing some problems while running EGARCH model. For this I have downloaded the 'betategarch' package for R to run EGARCH with student t dist. Although the package has

Hi I was trying to implement Egarch (1,1) with Student t distribution using rugarch. But I was not getting any value. Following were the commands that I was using: library(rugarch) spec=ugarchspec(variance.model=list(model="eGARCH", garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model="std") fit=ugarchfit(data=b,spec=spec) sigma(fit) May I

Hi, I would like to know if there are R packages in order to fit ARIMA models with ARCH-M and EGARCH variance specifications. I know packages tseries, stats, nlme where I found functions : arima.sim, arima, garch. But it's not enough for me. I need to study ARCH-m and EGARCH. Thank you very much for your help. Best regards, Jerome.

Hi I want to implement Egarch (1,1) with t distribution model using RExcel and VBA. May I know the syntax. Following is the code that I 'm using. rinterface.RRun "spec=ugarchspec(variance.model=list(model=(eGARCH),garchOrder=c(1,1)), mean.model=list(armaOrder=c(1,1), arfima=FALSE), distribution.model=(std))" rinterface.RRun "fit = ugarchfit(Data = b, spec = spec)"