similar to: if function problems

Dear R guru, I am Saikat Sarkar working as a researcher of Economics in Tampere University, Finland. I am trying to estimate some Garch related tests with Bayesian analysis by R programme. I am not good in R but trying to survive. Anyway I have the coding but not working properly. I have tried to find the problem but failed. I am writing to all R gurus to help me out. Could you please look at

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")

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

Dear all, I would like to know that R has the function for garch-t,gjr- garch,qgarch and egarch. Best Regards, Luck

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

Hi there, I'm trying to fit a GJR-GARCH Model using fGarch. I wanted to try that by fitting an APARCH model with a fixed delta of 2 and a non-fixed gamma. So I was simply trying to use: spec <- garchFit(~aparch(1,1),data=garchSim(),delta=2) coef(spec) And sometimes, it's working like a charm and delta is indeed exactly 2 in the resulting coefficient vector. Frequently, though, the

Hi, my name is Ellen. I want to ask you about R Code. I got a code for extracting a pixel value, but I can't compile it..  It is said "Error in is.data.frame(x) : object 'lena' not found" Here is the original full code: library(pixmap) lena <- read.pnm("oldlennablur.pgm") write.table(lena@grey,"mylenna", quote=FALSE, row.names = FALSE, col.names=

Dear All! How can I cope with overlapping or covered labels (covered by labels from other data points) in plots? Martina Renninger [[alternative HTML version deleted]]

Hi, all. I'm using hist() to obtain a vector of break values in an interval. I then want to be able to identify which cell any value from another vector falls in. E.g. applying > breaks [1] -3.5 -3.0 -2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 to > x [1] -3.74519666 -0.38183630 -1.22884247 -0.20971824 -0.30533939 -0.36271207 [7] -2.27513499 -2.23688653 -1.98827155 -1.48666274

Hello! I am trying to export a data-file from SAS to R. It says in the R program that the SAS file should be in XPORT-format. I assume that the file should have and .xpt extension. But when I try to open the file in R I get only the message "compressed" written all over. So, probably I should un-compress the file in the R-program, the question is how? Very greatful for quick help!

Hello, i want to estimate a complex GARCH-model (see below). http://r.789695.n4.nabble.com/file/n4112396/GJR_Garch.png W stands for the Day of the Week Dummies. r stands for returns of stock market indices. I stands for the GJR-term. I need some help with three problems: 1.) implementation of the GJR-term in the variance equation 2.) compute robust covariance matrix

Hi, This is a simple version of something that I am trying to do. If I can sort the problem basically, I figure I should be able to sort it for the program I'm writing (which would take longer to explain). I need to know if there is any way of using different colours for different intervals of a line on a graph. Eg. If I plot the line y=x for x=1:10, and split this line into 106 intervals

Dear list, I just tried to do the same thing, and did not find anything on a weighted qqplot. My weights are actually counts (positive integers). Here is a modification of qqplot, following Duncan Murdoch's suggestion. Any feedback would be welcome! Thanks, Jean-Christophe weighted.qqplot <- function (x, y, plot.it = TRUE, xlab = deparse(substitute(x)), ylab = deparse(substitute(y)),

Hi all and thanks in advance. I am regressing Time and Weight, and then predicting Weight at different Time. The format of the Time data is day/month/year. How can I get R to use time series data such as this? Keith -- M. Keith Cox, Ph.D. Alaska NOAA Fisheries, National Marine Fisheries Service Auke Bay Laboratories 17109 Pt. Lena Loop Rd. Juneau, AK 99801 Keith.Cox at noaa.gov marlinkcox at

Good day Ma'am/Sir, I am Resa Mae R. Sangco a Master of Statistics student from the MSU- Iligan Institute of Technology located in Iligan City, Philippines. I am currently doing my thesis entitled ?Bayesian Analysis in GJR-GARCH (p,d) model with Student-t innovations". In finding my posterior distribution since it is hard to integrate, I use Markov Chain Monte Carlo simulation

Hallo, zur Analyse von Daten zum Artenreichtum von Pflanzen, habe ich ein Glm (glm) und anschlie?end eine Anova (anova) durchgef??hrt. Nun m??chte ich f??r die signifikanten Einflussfaktoren einen Post Hoc Tukey Test durchf??hren, um zu ermitteln in wie weit die einzelnen Faktorstufen sich signifikant voneinander unterscheiden. Mit dem Befehl (TukeyHSD) komme ich nicht

Dear R Users, I have 12 data frames, each of 12 rows and 2 columns. e.g. FeketeJAN MEAN SUM_ AMAZON 144.4997874 68348.4 NILE 5.4701955 1394.9 CONGO 71.3670036 21196.0 MISSISSIPPI 18.9273250 6511.0 AMUR 1.8426874 466.2 PARANA 58.3835497 13486.6 YENISEI 1.4668313 592.6 OB 1.4239179 559.6 LENA 0.9342164

Dear R guru, I am Saikat Sarkar working as a researcher of Economics in Tampere University, Finland. I am trying to estimate some Garch related tests with Bayesian analysis by R programme. I am not good in R but trying to survive. Anyway I have the coding but not working properly. I have tried to find the problem but failed. I am writing to all R gurus to help me out. Could you please look at

R developers, I have a first attempt to make an aov function. Eventually I want to build in Error() structure, but first I am trying to get this presentable for balanced data with only a single stratum, just using residual error. I am following R. M. Heiberger's Computation for the Analysis of Designed Experiments, Wiley (1989) I a using a wrapper (aov.bal) to call the

Hi all, i'm new R user and i need some help: i have two vectors (A and B) and i need create another vector (C) from the subtraction of A's values with the B's values. How can i estimate the probability of C's values if i have differents values combinations of A and B that can result in the same value? like 90 -20 = 70 and 91 - 21 = 70. example: B = {18 18 18 19