similar to: Re: R-help digest, Vol 1 #80 - 14 msgs

> Subject: [R] Question on running tseries::garch on Mac OSX > Date: Sat, 18 Jan 2003 15:58:50 -0800 > From: Nicholas Waltner <nwaltner at attbi.com> > To: <R-help at stat.math.ethz.ch> > > Hello, > > When I run the garch examples, I get the following output: > > > dax.garch <- garch(dax) > > ***** ESTIMATION WITH ANALYTICAL GRADIENT *****

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

A new version of tseries (0.9-10) has been uploaded to CRAN. The new version contains the class "irts" for irregularly spaced time series. Irregular time series are basically time series where each observation (uni- or multivariate) has a time-stamp represented by an object of class "POSIXct". It provides some basic functionality such as reading and writing irregular time

Norbert Klink wrote: > Hi! > > I would like to use your tseries GARCH functionality in conjuction with > S-Plus 6 under Windows. Unfortunately, in order to make DLLs usable for > S-Plus it requires you to generate a so-called "S-Plus Chapter DLL", which > carries some S-Plus specific overhead. Loading your DLLs as they are > wouldn't work. Trying to compile the

Hello Alexander I doubt that such an analyis is very useful as the data is not sampled synchronously (equity close in the US for ^gspc and even that is not always at the same time, some average price from Oanda data). Also fx data from others sources as suggested in another mail on this list would not really help with this unless it is really sampled at exactly the same times as the equity

For Windows users, some instructions how to use R 4.0.0 with Intel MKL: https://linkedin.com/pulse/r-400-intel-mkl-windows-adrian-trapletti Best Regards Adrian Adrian Trapletti Steinstrasse 9b, 8610 Uster, Switzerland P +41 44 994 56 30 | M +41 79 103 71 31 adrian at trapletti.org | www.trapletti.org

For Windows users, some instructions how to use R 4.0.0 with Intel MKL: https://linkedin.com/pulse/r-400-intel-mkl-windows-adrian-trapletti Best Regards Adrian Adrian Trapletti Steinstrasse 9b, 8610 Uster, Switzerland P +41 44 994 56 30 | M +41 79 103 71 31 adrian at trapletti.org | www.trapletti.org

Dear All, Are there any plans around that "R CMD INSTALL some_package_containing_java_source code" supports Java source code compiling in future versions of R similar to compiling C/C++ and/or Fortran sources in the src directory? Best regards Adrian -- Dr. Adrian Trapletti Steinstrasse 9b CH-8610 Uster Switzerland Phone : +41 (0) 44 9945630 Mobile : +41 (0) 79 1037131 Email :

-------- Original Message -------- Subject: [R] Re: tseries Package for R Date: Mon, 27 Sep 2004 23:56:34 -0800 From: Martin Renner <martin.renner at stonebow.otago.ac.nz> To: Adrian Trapletti <a.trapletti at bluewin.ch> References: <61CBB4C9-10C7-11D9-A624-000D932E990C at comcast.net> <4158F5B6.3020103 at bluewin.ch> see http://cran.stat.ucla.edu/bin/macosx/ and

Simon, Java is still one of the most popular languages out there, in particular in large organizations. See e.g. https://www.tiobe.com/tiobe-index/ . However, there has been a lot of confusion because of Oracle's licencing change in 2019. But the good news is, there are more alternatives than ever. See e.g.

Dear all, i am using DGP 301 hard phone with my asterisk server. 1 : real time support is enabled .......all sip_buddies are stored in mysql database... 2: when i register my phone for first time it works fine.receives 2 ,3 calls then no call received.... hangup cause is congestion....i don't know why. 3: when i unregister or shutdown my dgp 301 hard phone .it still visible as

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++ bootfuns.q Thu Dec 9 10:06:51 1999

Fritz, I have slightly adapted (didn't work before) "tsboot" from the "boot" library to the current time series conventions of R. The following patch will do that. I suggest to apply this patch to the file "boot/R/bootfuns.q" of the "boot" library at CRAN. best Adrian --- bootfuns.orig.q Thu Dec 9 10:07:23 1999 +++ bootfuns.q Thu Dec 9 10:06:51 1999

Hello all, I'm a relatively new user of R, having mostly used it only for plotting so far. I'm also not very familiar with regression methods, hence forgive my greenness on the topic. What I want to do in R is multivariate nonparametric regression, with a slight hitch. From my experimental data I have a multitude of samples whose values approximate a function `f' that is defined

Thanks a lot for "tseries"! The new (0.1-2) version of the tseries package contains the following in ./README : >> Author(s): A. Trapletti <A.Trapletti@ci.tuwien.ac.at>, >> B. LeBaron ("./src/bdstest.c"), >> K. Krischer, and T. M. Kruel ("./src/muin2ser.f", >> "./misc/mutinfo-1.21b.tar.gz") >>

There seems to be a problem with plot.ts (R Version 0.64.2) >x<-cbind(1:10,2:11) >x<-as.ts(x) >plot(x) Error: subscript (20) out of bounds, should be at most 10 > The problem is located in "[.ts": > x<-cbind(1:10,2:11) > x[is.finite(x)] [1] 1 2 3 4 5 6 7 8 9 10 2 3 4 5 6 7 8 9 10 11 > x<-as.ts(x) > x[is.finite(x)] Error: subscript

tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together

tseries_0.3-0 at CRAN now contains the following new features: NelPlo Nelson-Plosser Macroeconomic Time Series garch Fit GARCH Models to Time Series get.hist.quote Download Historical Finance Data jarque.bera.test Jarque-Bera Test na.remove NA Handling Routines for Time Series garch contains a GARCH estimation routine together

Hi! I have some questions about R function. I try to write a function for multi-returns. The function code is as attachment. dgp.par<-function(ai, bi, t, n) { t0<-t+20 y0<-matrix(0, nr=t0, nc=n) y0[1,]<-ai/(1-bi) for(tt in 2:t0) { y0[tt,]<-ai+bi*y0[tt-1,]+rnorm(n, 0, 1) } y<-y0[21:t0,] x<-y0[20:t0-1,] z<-y0[19:t0-2,] z<-z[2:t,] dy<-y[2:t,]-y[1:t-1,]

Fritz just put tseries_0.3-1 on CRAN. It should now be more compatible across different platforms than 0.3-0. Thanks to Brian Ripley, Karl Syring, and Dirk Eddelbuettel. Adrian -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1 31336 4561, Fax: ++43 1 31336 708, Email: adrian.trapletti at wu-wien.ac.at