similar to: look at the underlying source code

Hi, i am unable to install the rugarch package. More than that i do not even find this package in my list of possible packages. Its possible than the name has changed, or the package is not longer availiable? Is there a similar package avaliable for garch modelling except the fGarch what i am using now? many Thanks Roland -- View this message in context:

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

Hi, I just installed Red Hat 9 on a Dell Latitude D600 laptop. Then I installed VMware 4 and installed Windows XP as the guest operating system. I want to run Samba on the Red Hat 9 host to share files with the Windows XP guest. Each OS individually is running fine. I compiled Samba 3.0.2 on the Red Hat host, but I can't start Samba. I try starting it with "/usr/sbin/smbd -D",

Hola: Soy nuevo en esto de R, llevo toda la mañana perdida con esto, a ver si alguien me puede ayudar, Cuando genero el gráfico con el siguiente archivo: library(gplots) data <- read.table("data.dat",h=T) postscript(file = "join10kb.ps", horizontal = FALSE, onefile = FALSE,family = "Helvetica", width = 5, height = 4) par(mar=c(5.1, 4.1, 0.1, 0.1)) d <-

I can't install rugarch package because installation of nloptr package fails . I use opensuse 12.3 # uname -a Linux candide 3.7.10-1.11-desktop #1 SMP PREEMPT Thu May 16 20:27:27 UTC 2013 (adf31bb) x86_64 x86_64 x86_64 GNU/Linux my gcc version is 4.8.1 I compiled and installed R 3.01 . then I tried to install rugarch package but it fails because it can't install depended package nloptr.

Dear r-helper I am pleased to send you this email. I have the R 2.11.1 and R 2.15.1 versions but they dose't have GARCH models. May you please guide me in which version can i find GARCH models. Best. M.Izadi [[alternative HTML version deleted]]

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 am a little new in R but I'm finding it extremely useful :) Here's my tiny question: I've got a table with a lot of columns. What I am interested now is to evaluate how many of 4 columns have a value greater than 1. I think it can be done with subset() but it will take a very long condition and become unfeasible if I want to compare more than 4 columns. I put here a small

Let me start with the code: library(quantmod) library(rugarch) getSymbols("SPY", from="1900-01-01") rets=na.trim(diff(log(Cl(SPY)))) tt = tail(rets["/2004-10-29"], 1000) spec = ugarchspec(variance.model=list(garchOrder=c(1,1)), mean.model=list(armaOrder=c(2,5)), distribution.model="sged") for(ii in 1:10) { ttFit = ugarchfit( spec=spec,

Dear all, I want to backtest my Value at Risk output using the VaRTest() function in the rugarch package. I do not understand if the numeric vector of VaR which needs to be calculated is in negative or positive terms. Usually VaR is expressed in positive terms. Do I have to use positive values for VaR in the VaRTest() formula? Thanks for your help. [[alternative HTML version deleted]]

Hi guys, does anyone know if there is the possibility to fit a gamma distribution using ugarch?honestly i don't know if maybe is possible to fix some parameters that reduce ghyp or ged in a gamma distribution.. thanks a lot sara -- View this message in context: http://r.789695.n4.nabble.com/gamma-distribution-in-rugarch-package-tp4637893.html Sent from the R help mailing list archive at

I''m actually looking to create my own markup language, after a look to the greats markdown and textilize markup languages they seem to be more complexes that what I need, so not feating with my application. Any help is welcome ;-) -- Grosjean S?bastien

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)"

Dear list, Can one suggest me if there is an R function/package to estimate and simulate vector autoregressive (VAR) model allowing for the GARCH effect please? Thanks Mamush [[alternative HTML version deleted]]

hi for all, someone have any experiencie with dovecot and postfix with 200 users in /etc/passwd as local user? is a funcionatly, or have some errors in the future?, and how the users can change they passwords?, now for change passowrd I have to use the #passwd usuerx and to add a user # adduser, the populars commando, please some recomendation? -------------- next part -------------- An HTML

I know that maybe this is an stupid question, let me tell you a little bit: I am using my samba server as a file server and it is ok, but also want to use it as a printer server, I can see my installed printers in my windows domain, I also can set up my printer in my windows client but when I try to print something, this job goes through its spooler and then it seems to print, but it does not

I am trying to get into cups admin via web to check my cups printer but when I try to access : http://localhost:631/admin , it says that I don't have permission to get in. I suppouse is something about a firewall settings, I'd appreciate you help. Manuel Casoluengo Villanueva Network Administrator Mexico Coty Inc. www.coty.com mailto:manuel_casoluengo@cotyinc.com

Hey everybody, i am using the rugarch-package and its great! I have a pretty easy problem, but i just dont get it, so thanks if you can help me. Normally i use: / data(DATANAME) spec = ugarchspec() fit = ugarchfit(data = x[,1], spec = spec) fit slotNames(fit) names(fit at fit) coef(fit) infocriteria(fit) likelihood(fit) nyblom(fit) signbias(fit) head(as.data.frame(fit)) head(sigma(fit))

Hi, I want to format my axis in my persp3d plot. With my data, which I attached I created a persp3d plot with the following code, which I summarized from different code snippets I found: library(rugarch)library(rgl)library(fGarch)fd <-as.data.frame(modelfit,which ='density')color <-rgb(85,141,85,maxColorValue=255)x <-seq(-0.2,0.2,length=100)y <-c(1:2318)f

Hi, I am new on Samba, I hope You can help me with the next problem I have: I already Installed samba and set it up, I can even manage this using webmin, create the users and all I have imagined to do with its configuration, I can see its domain in my windows network but can not enter to it, it says that is not accesible, I am getting desesperate because the only way I can get into this server