similar to: Multivariate GARCH Package

Displaying 20 results from an estimated 120 matches similar to: "Multivariate GARCH Package"

2007 Dec 24
2
mgarch
Is there a package or function for multivariate garch model in R? I am having a hard time in locating one. Thanks for help in advance. -Young [[alternative HTML version deleted]]
2007 Apr 02
2
Multivariate GARCH model in R
Hi R users, Heard that I can't use multivariate GARCH model in R because R has only univariate GARCH models.... So, how can I run a multivariate GARCH model in R? Also, SPLUS has this utility...any ideas how can I use it in R? Thanks Shubha [[alternative HTML version deleted]]
2005 Jun 24
1
loops in R - about inefficiency
Hi, Can someone technically explain, why does it take so long with loops in R? Thanks, Vehbi Sinan Tunalioglu
2009 Mar 02
3
Partial sum of a vector
I am trying to run a loop where I can sum parts of a matrix. For example, I want at each step in the loop to sum the the next 4-values of a vector. I tried to do the following but the result were wrong:   for (i in 4:T) { data_q[i-3,]=sum(data_m[i-3,]:data_m[i,]) }   can anyone please direct me on what should I do to run this loop properly   Thanks in advance [[alternative HTML version deleted]]
2014 Oct 17
1
cannot compile samba4 git or from src version samba-4.1.12
I'm trying to compile samba4 on a raspberry pi It fails with this error: [3946/4073] Linking default/source3/modules/libvfs-shadow-copy2.so [3947/4073] Linking default/source3/modules/libvfs-fake-perms.so [3948/4073] Linking default/source3/net [3949/4073] pidl.1p: pidl/pidl -> bin/default/pidl/pidl.1p [3950/4073] Parse::Pidl::Dump.3pm: pidl/lib/Parse/Pidl/Dump.pm ->
2005 Jan 17
0
e2fsck 1.36-rc1 fixes fc3 resize2fs bug
hi, just wanted to mention that using 1.36-rc1 fixes the following bug: https://bugzilla.redhat.com/bugzilla/show_bug.cgi?id=144771 thanks to benjamin scott for the hint, and theodore ts'o for fixing. building a source and binary rpm with the provided spec file works flawlessly under fc3 (just had to remove -rc1 from the archive name and Version: in the spec file). if you are replying to
2008 Dec 30
1
how to use celt codec
hey great job with the celt codec. im very eager to use it. im just wondering how? there is little to no documentation on how to use the celt codec. is there anyway to encode an icecast stream using the celt codec? or is there any software with celt support built in? thanks. -------------- next part -------------- An HTML attachment was scrubbed... URL:
2001 Nov 08
5
WineX compile problem
I am trying to get the latest CVS of WineX running on my box, Mandrake 8.1. I have run into a compile problem, and I am not having any luck finding anything about this. The configure and make depend go fine. During the make, I get the following error... gcc -c -I. -I. -I../../include -I../../include -g -O2 -Wall -mpreferred-stack-boundary=2 -fPIC -D__WINE__ -D_REENTRANT -I/usr/X11R6/include
2011 Sep 14
2
Conflicting apps <---
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.
2010 Jul 12
3
Need ZFS master!
Hello all. I am new...very new to opensolaris and I am having an issue and have no idea what is going wrong. So I have 5 drives in my machine. all 500gb. I installed open solaris on the first drive and rebooted. . Now what I want to do is ad a second drive so they are mirrored. How does one do this!!! I am getting no where and need some help. -- This message posted from opensolaris.org
2009 Apr 05
2
Problem with Dynamo-Package
Good day, I am facing a problem when I am installing the dynamo-package and loading it. After I installed the package, I received the following warning message: "In file.create(f.tg) : cannot create file 'C:\PROGRA~2\R\R-28~1.1/doc/html/packages.html', reason 'Permission denied'" and when I load the package, an error message pops up saying that "the application
2010 Nov 15
0
mgarch-BEKK
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]]
2005 Sep 21
2
MGARCH estimation
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
2011 Jul 18
0
BEKK help?
I used "mgarch" and "mgarchBEKK" packages to esti,ate a BEKK?model ,but i cannot get the P-value of the coefficient ? how can I get P-value ,anyone can help me ? thanks -- View this message in context: http://r.789695.n4.nabble.com/BEKK-help-tp3674545p3674545.html Sent from the R help mailing list archive at Nabble.com.
2004 Oct 07
1
Menu examples?
Hi all, I'm looking for some menu examples for Murali's menu system. Specifically, a headstart on creating a Kickstart menu which covers the most common options with the intention of creating this: label ks.menu kernel vmlinuz.ks.$DIST append ksdevice=eth0 ks=http://kickstartserver/$DIST/Custom/ks.cfg.$DIST initrd=initrd.ks.$DIST lang= devfs=nomount ramdisk_size=8192 Hmm...looking
2011 Feb 21
3
ROC from R-SVM?
*Hi, *Does anyone know how can I show an *ROC curve for R-SVM*? I understand in R-SVM we are not optimizing over SVM cost parameter. Any example ROC for R-SVM code or guidance can be really useful. Thanks, Angel. [[alternative HTML version deleted]]
2005 Jul 27
5
HOW to Create Movies with R with repeated plot()?
Dear R-helpers, Is it possible to create a type of 'movie' in R based on the output of several figures (e.g., jpegs) via the plot() function. I obtained dynamic results with the plotting function and would like to save these as a movie (e.g., avi or other formats)? Regards, Jan _________________________________________________________________ Ir. Jan Verbesselt Research
2019 Feb 15
3
Please Recommend Affordable and Reliable Cloud Storage for 50 TB of Data
On Fri, Feb 15, 2019 at 5:18 PM Phoenix, Merka <merka.phoenix at hpe.com> wrote: > > > On Fri, Feb 15, 2019 at 4:10 PM Walter H. <Walter.H at mathemainzel.info> wrote: > > > > On 15.02.2019 06:29, Turritopsis Dohrnii Teo En Ming wrote: > > > Hi, > > > > > > Could you recommend affordable and reliable cloud storage for 50 TB of data? >
2010 Apr 15
0
Any GARCH-in-mean Implementation?
Dear All, Is there any GARCH-M implementation in R? I checked tseries and fGarch packages and could not find yet. Thanks in advance and Kind Regards, Vehbi Sinan -------------- next part -------------- A non-text attachment was scrubbed... Name: signature.asc Type: application/pgp-signature Size: 261 bytes Desc: OpenPGP digital signature URL:
2009 Feb 26
1
celt codec on windows
hello celt developers. im just wondering if its possible to compile celt codec for windows? if so, could someone point me in the right direction? thanks.