Displaying 20 results from an estimated 200 matches similar to: "annotating a filled contours plot with a grid of points"
2011 May 15
4
DCC-GARCH model
Hello,
I have a few questions concerning the DCC-GARCH model and its programming in
R.
So here is what I want to do:
I take quotes of two indices - S&P500 and DJ. And the aim is to estimate
coefficients of the DCC-GARCH model for them. This is how I do it:
library(tseries)
p1 = get.hist.quote(instrument = "^gspc",start = "2005-01-07",end =
2012 Oct 13
1
DCC help
hi all,
i am using a dcc model for my senior thesis, it looks at stock returns
during times of market uncertainty.
my current rfile is below.
library(SparseM)
library(quantreg)
library(zoo)
library(nortest)
library(MASS)
library(fEcofin)
library(mvtnorm)
library(ccgarch)
library(stats)
library(foreign)
#dataset<-read.csv(file="xxxx",header=FALSE)
attach(dataset);
2011 May 12
2
DCC-GARCH model and AR(1)-GARCH(1,1) regression model
Hello,
I have a rather complex problem... I will have to explain everything in
detail because I cannot solve it by myself...i just ran out of ideas. So
here is what I want to do:
I take quotes of two indices - S&P500 and DJ. And my first aim is to
estimate coefficients of the DCC-GARCH model for them. This is how I do it:
library(tseries)
p1 = get.hist.quote(instrument =
2012 Feb 02
4
The "less than" (<) operator doesnt seem to perform as expected
The example here puzzles me. It seems like the < operator doesn't work as expected.
> l <- 0.6
> u <- seq(0.4, 0.7, 0.1)
> u
[1] 0.4 0.5 0.6 0.7
> mygrid <- expand.grid("l" = l, "u" = u)
> mygrid
l u
1 0.6 0.4
2 0.6 0.5
3 0.6 0.6
4 0.6 0.7
> mygridcollapsed <- mygrid[mygrid$l < mygrid$u, ]
> mygridcollapsed
l u
3 0.6 0.6
4
2013 Feb 03
1
Looping through rows of all elements of a list that has variable length
Dear R-ers,
I have a list of data frames such that the length of the list is unknown in
advance (it could be 1 or 2 or more). Each element of the list contains a
data frame.
I need to loop through all rows of the list element 1 AND (if applicable)
of the list element 2 etc. and do something at each iteration.
I am trying to figure out how to write a code that is generic, i.e., loops
through the
2013 Nov 21
2
overlaying 2D grid on randomly distributed points
Hi, I have a cloud of randomly distributed points in 2-dimensional space and want to set up a grid, with a given grid-cell size, that minimizes the distance between my points and the grid nodes. Does anyone know of an R function or toolbox that somehow addresses this problem? This is a problem of optimizing the location of the grid, not a problem of deciding what should be the grid-cell size,
2010 Sep 30
1
Can this code be written more efficiently?
Dear users,
I'm working on binary classification problem using Support Vector
Machines (SVM). My objective is to train a series of SVM models on a
grid of hyperparameters and then select those that maximize the AUC
based on an independent validation sample.
My attempted code is shown below. It runs well on "small" data sets but
when I use it on a slightly larger sample (e.g., my
2003 Mar 01
9
shorewall and IDS in the same box
Hi boys & girls :
Probably my Subject is crazy, but due I haven''t tryed this, I prefer to
ask.
Is it possible to run snort in a fw box (using shorewall, of course).
Your feedback will be very well appreciate.
Thanks
Benito.-
2011 Jul 19
0
Questions about DCC-GARCH Model
Dear list members,
I'm trying to use DCC-GARCH model to estimate the correlation. I have
downloeaded ccgarch packeage but can't understand some argument in the
formula.
dcc.estimation(inia, iniA, iniB, ini.dcc, dvar, model, method="BFGS",
gradient=1, message=1)
which is on R.Help
I understand others except "ini.dcc" which is described as "a vector of
initial
2009 Jun 09
2
Sweave and accents
Hello.
I want to write my notes in Sweave in my own language (spanish). But
my language has accents and when I run Sweave in R to translate my Snw
file into the tex file the accents are translated into unrecognizable
characters.
For example, the word "cami?n" (truck) is translated into "cami??n"
Somebody knows how can I do it?
One solution I don't like is using a
2011 May 10
0
DCC-GARCH model and AR(1)-GARCH(1, 1) regression model - help needed..
Hello,
I have a rather complex problem... I will have to explain everything in
detail because I cannot solve it by myself...i just ran out of ideas. So
here is what I want to do:
I take quotes of two indices - S&P500 and DJ. And my first aim is to
estimate coefficients of the DCC-GARCH model for them. This is how I do it:
library(tseries)
p1 = get.hist.quote(instrument =
2007 Feb 08
2
dCAP
Hello.
To someone who have done the dCAP exam.
I would like to know about it: test and practises questions examples,
difficulty level,... I'll be very grateful if somebody sends me an
exam model.
Thanks in advance
2012 Oct 11
1
Problems with getURL (RCurl) to obtain list files of an ftp directory
Dear all,
I have a problem with the command 'getURL' from the RCurl package, which I
have been using to obtain a ftp directory list from the MOD16 (ET, DSI)
products, and then to download them. (part of the script by Tomislav
Hengl, spatial-analyst). Instead of the list of files (from ftp), I am
getting the complete html code. Anyone knows why this might happen?
This are the steps i
2007 Feb 28
7
Problem with TE212P
Hello.
I have a TE212 configured in E1 mode.
This is shown in a cat /proc/zaptel/2 and 3 (where the card is configured):
cat /proc/zaptel/2
Span 2: TE2/0/1 "T2XXP (PCI) Card 0 Span 1" HDB3/CCS/CRC4 RED NOTOPEN
25 TE2/0/1/1 Clear
26 TE2/0/1/2 Clear
27 TE2/0/1/3 Clear
28 TE2/0/1/4 Clear
29 TE2/0/1/5 Clear
30 TE2/0/1/6 Clear
2011 Nov 11
1
Jordan Form of a matrix
Hello.
Is it possible to find the Jordan Form of a matrix with R?
Arnau.
------------------------------------------------------------
Arnau Mir Torres
Edifici A. Turmeda
Campus UIB
Ctra. Valldemossa, km. 7,5
07122 Palma de Mca.
tel: (+34) 971172987
fax: (+34) 971173003
email: arnau.mir at uib.es
URL: http://dmi.uib.es/~arnau
2011 May 05
1
functions pandit and treebase in the package apTreeshape
Hello.
I'm trying to use the functions pandit and treebase. They are in the package apTreeshape. Once I've loaded the package, R responses:
- no function pandit/treebase.
Somebody knows why or what is the reason?
Thanks,
Arnau.
------------------------------------------------------------
Arnau Mir Torres
Edifici A. Turmeda
Campus UIB
Ctra. Valldemossa, km. 7,5
07122 Palma de Mca.
2013 Jan 28
0
Modeling presence only data in R
Dear R users,
Is graspeR package current operative? If yes, anyone would be able to say me how I can access to the website given by the author? (http://www.cscf.ch/grasp)
Thanks a lot to all for your compression,
Regards,
Xavier Benito Granell
PhD student
IRTA- Ecosistemes Aquàtics
Ctra. de Poblenou Km. 5,5
43540 Sant Carles de la Ràpita
(Tarragona) Spain
2010 Jun 02
1
compute the associate vector of distances between leaves in a binary non-rooted tree
Hello.
I'd like to compute the associate vector of distances between leaves in a binary non-rooted tree. The definition of a distance between two leaves in a binary non-rooted tree is the number of edges in the path joining the two leaves.
I've tried the ape package but I'm unable to find this vector.
For example, using rtree(5,rooted=F) I've obtained the following tree:
$edge
2005 Dec 18
1
Informix adapter testing
I''ve just written an ActiveRecord adapter for Informix. It lacks a
pair of features that I will add later, but it works for me.
I found this on the web:
http://wiki.rubyonrails.com/rails/pages/HowToWriteAnActiveRecordAdapter
and followed it, but when I get to
$ rake test_informix
I get the following error messages:
-----------------------8<-----------------------
2007 Apr 11
1
User defined grid on map
This may be a trivial question for some of you: Is there a way to add
defined grid sizes on specific areas of a map?. I want to add 10kmx10km
grids to all California coastal counties:
"california,alameda", "california,contra costa", "california,del norte",
"california,humboldt", "california,los angeles", "california,marin",