similar to: Markov Switching GARCH Package

Displaying 20 results from an estimated 600 matches similar to: "Markov Switching GARCH Package"

2010 Oct 05
2
Sampling from data set
Dear all. I have data with 2 variable x,y size 10000. I want to sampling from this data with size 100. How I can do it. THANK. -- Jumlong Vongprasert Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]
2010 Nov 08
2
conditional probability
Dear all I have problem with calculate probability, I have data x1,...,x10, I want to calculate probability x11 given x1,...,x10 with two conditions. 1. x is normal 2. unknow distribution How I can do this. Many Thanks. Jumlong -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani
2010 Oct 19
2
calculate power of test
Dear All I want to calculate power of test. I want to test H0: Rho = 0 VS H1: Rho != 0. Assume, I have r=0.2 and sample size = 100. How I can do this. Many Thanks Jumlong -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]
2010 Nov 06
4
calculate probability
Dear All I have 2 value assume 2.4 and 2.9 and mean = 2 variance = with n = 10 I want to find probability = 2.4 and 2.9. How I can do this. Many Thanks. Jumlong -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]
2010 Oct 12
1
Create DataSet with MCAR type
Dear all I want to create dataset with MCAR type from my dataset. I have my dataset with 100 records, and I want to create dataset from this dataset to missing 5 records. How I can do it. THX Jumlong -- Jumlong Vongprasert Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]
2010 Oct 20
1
remove unused variable and data
Dear All I have this > ls() [1] "IWJR.complete" "IWJR.missing" "IWJR.reg.temp" [4] "IWJR.reg.temp.x" "IWJR.reg.temp.y" "IWJR.temp" [7] "Power.record.100.3.5" "col.delete" "correlation.100.3.5" [10] "i" "index.temp"
2010 Oct 15
4
split data with missing data condition
Dear all I have data like this: x y [1,] 59.74889 3.1317081 [2,] 38.77629 1.7102589 [3,] NA 2.2312962 [4,] 32.35268 1.3889621 [5,] 74.01394 1.5361227 [6,] 34.82584 1.1665412 [7,] 42.72262 2.7870875 [8,] 70.54999 3.3917257 [9,] 59.37573 2.6763249 [10,] 68.87422 1.9697770 [11,] 19.00898 2.0584415 [12,] 60.27915 2.5365194 [13,] 50.76850
2011 Sep 04
1
Test for Random Walk and Makov Process
Dear All I want to test my data for Random Walk or Markov Process. How I can do this. Many Thanks -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]
2010 Oct 15
1
Impute missing data by regression in R
Dear all I have data (x,y) with data x is missing in 5 record of 100 record. I want to impute data x by use regression. How I can do this. THX Jumlong -- Jumlong Vongprasert Assist. Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000
2010 Nov 12
1
calculate variance with trimm mean
Dear All I have problem about calculte variance use R. I use trimm mean by mean(x, trim=.05) and I want to calculate variance with trimm=.05. How I can do this. Many Thanks. Jumlong -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]
2011 Jan 23
2
Problem with combined two data frame.
Dear All. I have some problem with combined two data frame. .... I have first data frame .. GPAX THAI MATH SCINCE SOCIAL HEALT ART CAREER LANGUAGE 1227 2.99 3.32 2.50 2.64 3.05 3.60 3.72 3.57 2.62 1704 2.81 2.56 2.48 2.86 3.22 3.19 3.55 3.20 2.51 617 2.18 1.90 1.97 2.06 2.38 3.50 3.54 2.33 1.70 876 2.82 3.14 2.73 2.46 2.71 3.11 3.04 3.24 2.90
2010 Oct 16
1
Error in eval(expr, envir, enclos) : object 'x' not found
Dear all I tried to use regression to predicted mu data, but it has error like this: > IWJR.complete x y [1,] 33.17635 2.4705021 [2,] 81.61225 3.3815620 [3,] 65.47392 1.6518975 [4,] 57.97806 1.6110785 [5,] 76.05528 2.1601246 [6,] 41.36090 1.5498132 [7,] 68.77844 2.8078691 [8,] 55.57040 2.1183063 [9,] 41.29287 1.8015709 [10,] 65.43935 2.3483183 [11,] 22.44821
2008 Feb 12
1
Markov and Hidden Markov models
Hi, Is there a package that will estimate simple Markov models and hidden Markov models for discrete time processes in R? Thanks in advance, David -- =============================================================== David Kaplan, Ph.D. Professor Department of Educational Psychology University of Wisconsin - Madison Educational Sciences, Room, 1061 1025 W. Johnson Street Madison, WI 53706
2009 Feb 15
0
Package for Markov (Regime) Switching (ARMA) Models
Hello R-Users Is there a package in R, that handles Markov (Regime) Switching (ARMA) Models for time series modelling and prediction? Thank you very much. Regards, Andreas.
2005 Sep 26
1
hidden markov models
Dear R community, I am looking for an R package or other software to study hidden Markov models. I need to be able to incorporate multivariate emissions and covariates for the transition probabilities. The msm package seems almost perfect for my purpose, but I do not think it allows multivariate emissions. I will be grateful for your suggestions. All the best, -- Emilio A. Laca One
2008 Apr 28
0
Hidden Markov model in R: books or tutorial biomed/ecology slant
Hi, I was just wondering if there are any books on R that have applications using Hidden Markov models or anyone with tutorials/exercises that can be shared. Ideally, these would have a bio/ecological slant though not neccesarily. Any suggestions would be appreciated. Thanks! [[alternative HTML version deleted]]
2009 Mar 03
1
spatial markov chain methods
Hello, can any one point me to R-packages (if available) which include spatial Markov Chain methods? My second question is more general but hopefully not OT: Currently we are using the software TPROGS, which let people simulate property distributions in space by some Markov Chain approaches. We face some problems due to the lack of information between distances of samples along borehole path
2011 Jan 26
0
hmm.discnp hidden markov model
Hi all, I am using a discrete Hidden Markov Model with discrete observations in order to detect a sequence of integers. I am using the "hmm.discnp" package. I am using the following code: signature <- c(-89, -98, -90, -84, -77, -75, -64, -60, -58, -55, -56, -57, -57, -63, -77, -81, -82, -91, -85, -89, -93) quant <- length(-110:-6) # Initialize and train the hmm with the
2004 Jun 20
1
hidden markov models in R?
Hi, friends! Has R estimation (library, for example) to do estimation in HMM? Thanks in advance, ======================================== Cezar Freitas Estatistico - Comissao Permanente para os Vestibulares / UNICAMP Probabilidade e Estatistica Aplicadas - IME / USP | IMECC / UNICAMP Campinas | Sao Paulo, SP - Brasil
2007 Jun 06
1
Metropolis-Hastings Markov Chain Monte Carlo in Spatstat
I'm testing some different formulations of pairwise interaction point processes in Spatstat (version 1.11-6) using R 2.5.0 on a Windows platform and I wish to simulate them using the Metropolis-Hastings algorithm implemented with Spatstat. Spatstat utilizes Fortran77 code with the preprocessor RatFor to do the Metropolis-Hastings MCMC, but the Makefile is more complicated than any I have