similar to: mgarch

Good day everyone,   I tried to find a multivariate GARCH package and failed to find one. Although when I searched R I found the following link which describes the package:   http://www.r-project.org/user-2006/Slides/Schmidbauer+Tunalioglu.pdf   can any one help me with this issue.   Thank you in advance [[alternative HTML version deleted]]

Hi R-users Can the users let me know how to do MGARCH estimate (Bivariate GARCH) and volatility forecast for 2 variables in R. thanks and regards snvk

Dear Users, i have this time series, the tree lines means different level, i would use a Markov switching model with two states to modelling this time series. i would obtain the relative transition matrix (2X2) the first state is above the value of 23.65 (the higher line) the second state is below the value of 23.65 You can ignore the other two lines

How can I wrtie and calculate alpha and beta in the forward backward algorithm in R ? -- View this message in context: http://r.789695.n4.nabble.com/Forward-and-backward-algorithm-in-R-tp4648012.html Sent from the R help mailing list archive at Nabble.com.

Dear all.. Can anybody help me with mgarchBEKK? After estimate bekk model, i want to check whether the residuals meet the required assumptions. Can i perform Portmanteau test, the ARCH-LM test, plots of the AC and PAC functions of the residuals? Can you give some example with the script in R? Please.. Thank You So Much [[alternative HTML version deleted]]

Hi, I am a novice in R. I would like to use a package called "mgarch", but I have trouble installing it. It is not available on CRAN servers. I downloaded the tar.gz file online. (mgarch_0.00-1.tar.gz) I have tried to install it using the "Install Packages" module. I am not even sure if it is a binary or source package, or what it is, but neither seem to work when I use the

Dear All, I finally have chance to have R install on our unix server. However, the system admin asked me if I prefer command-line or gui interface. I have experience with R on linux before but never use R on unix. Here are my questions that I need you guys help. 1) is there a good gui for R/unix like we do for windows and mac? 2) if the answer for 1) is yes, which one is better interms of

Dear All, Is there a emacs/xemacs for unix without compiling it? If it is possible, I prefer something that I can use immediately after putting it on the unix server. Is it possible or am I too stupid to ask this kind of question? Thanks for your insight! -- =============================== WenSui Liu ChoicePoint Precision Marketing Phone: 678-893-9457 Email : wensui.liu at choicepoint.com Blog

Dear Listers, My post might be somewhat OT. Currently, I am trying to use flexmix to build a finite mixture model. For instance, I am getting the prior probability and coefficients for each latent class from training data. Is there a way to get the posterior probablity and prediction of a new dataset? What I am thinking is to apply the prior prob and coefficient from training set to testing data

Hi, software that works flawless in every Wine version... but when i install other software... stops working. for example: VSTHost Double Precision works flawless on any Wine, any Linux, Any Kernel... but when i install Cubase LE 1.0.10, or Cubase LE4 or Syncrosoft eLicencer 5.x VSTHost stops working... uninstalled/removed the conflicting apps, rebooted... & Everything works ok again.

Dear R users, Simply my question is that how it is possible to generate some random numbers using rnorm( ) but in log transformed values. Thank you, Tobias --------------------------------- [[alternative HTML version deleted]]

Is there any implementation in R for finding the phase shift between two continuous signals. I would like to find the average phase shift for tow signals over two years. thanks Stephen -- Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted

Dear R users: I am wondering how to ask for *fixed* number of distributions under parameterized Gaussian mixture model. I know that em() and some related functions can predict the parameterized Gaussian mixture model. However, there seems no parameter to decide number of distributions to be mixed (if we known the value in advance). That is, assume I know the (mixed)data is from 3 different

I have a thirty thousand row data frame imported from excel and a 60,000 row data frame imported from excel. they share a common subset of the same data and I would like to combine the two into one data frame merged together on the data in common. I have looked at the help file for merge and intersect and cbind and rbind etc... And I can't figure it out. Thanks in advance Stephen --

This is the most basic question ever...I haven't used R in a couple years since college so I forget and haven't been able to find what I'm looking for in any of the manuals. I just need to figure out how to load a dataset into the program from excel! Thanks! CL [[alternative HTML version deleted]]

Hi everyone, please I'm having problem importing data from Stata and excel. Help me out. Thanks --------------------------------- [[elided Yahoo spam]] [[alternative HTML version deleted]]

Having just update to R 2.6.2 on my old Windows laptop I notice that the number of packages is growing exponentially and my usual approach of get-em-all may not be viable much longer. Has any thought been given to dividing "contributed" binaries into a recommended set, perhaps a couple of hundred, and the remained. That way one could install the recommended ones routinely and add in

Dear all, Suppose I have this data frame: > data_main V1 V2 foo 13.1 bar 12.0 qux 10.4 cho 20.33 pox 8.21 And I want to split the data into two parts first part are the one contain in the source array: > src [1] "bar" "pox" and the other one the complement. In the end we hope to get this two dataframes: > data_child1 V1 V2 bar 13.1 pox

Hi All, Sorry that I didn't provide enough information. I've been trying to import SAS xport files that contain multiple files using package foreign's read.xport. I first attempted this back in 2005 and had problems. Some of files that were present in the SAS xport file weren't being created in R. I submitted my problem to the community:

> Hi, Check if the shared directory has the write permission for all. i.e. chmod 777 for the particular directory > Date: Sun, 19 Sep 1999 21:06:36 -0700 > From: Kenny Cho <Kenny.Cho@Corp.Sun.COM> > To: samba@samba.org > Subject: Problem copying files to samba mount. > Message-ID: <37E5B2CC.9ADC9F8A@ha1pal.corp.sun.com> > MIME-Version: 1.0 >