similar to: odd GARCH(1,1) results

Dear list members, I am trying to estimate parameters of the AR(1)-GARCH(1,1) model. I have one additional dummy variable for the AR(1) part. First I wanted to do it using garchFit function (everything would be then estimated in one step) however in the fGarch library I didn't find a way to include an additional variable. That would be the formula but, as said, I think it is impossible to add

Full_Name: Gang Liang Version: 1.4.1 OS: mandrake-8.2 Submission from: (NULL) (128.32.81.135) tseries version: 0.9-1 quadprog version: 1.4-4 mva version: 1.4.1 version: platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 1 minor 4.1 year 2002 month 01

Hello R-users, I have been trying to fit what I think is a simple mixed-effects model using lmer (from lme4), but I've run into some difficulty that I have not been able to resolve using the existing archives or Pinheiro and Bates (2000). I am measuring populations (of birds) which change with time at a number of different sites. These sites are grouped into regions. Sites are not measured

Hallo, I have this dataset with repeated measures. There are two within-subject factors, "formant" (2 levels: 1 and 2) and "f2 Ref" (25 levels: 670, 729, 788, 846, 905, 1080, 1100, 1120, 1140, 1170, 1480, 1470, 1450, 1440, 1430, 1890, 1840, 1790, 1740, 1690, 2290, 2210, 2120, 2040, 1950), and one between-subject factor, lang (2 levels:1 and 2). The response variable

Dear Sir, I get an error message when I use polr() in MASS package. My data is "ord.dat". I made "y" a factor. y y1 y2 x lx 1 0 0 0 3.2e-02 -1.49485 2 0 0 0 3.2e-02 -1.49485 3 0 0 0 1.0e-01 -1.00000 4 0 0 0 1.0e-01 -1.00000 5 0 0 0 3.2e-01 -0.49485 6 0 0 0 3.2e-01 -0.49485 7 1 1 0 1.0e+00 0.00000 8 0 0 0 1.0e+00 0.00000 9 1 1 0

Hello, I'm using the "sem" package to do a confirmatory factor analysis on data collected with a questionnaire. In the model, there is a unique factor G and 23 items. I would like to calculate the standardized residual variance of the observed variables. "Sem" only gives the residual variance with the "summary" function, or the standardized loadings with the

Dear experts, I'm attempting to solve a constrained optimization problem using the Rdonlp2 package. I created a Lagrange function (L=f(x)-lambda(g(x)-c)), where x is a vector of 16 parameters. This is what I'm using as objective function in the code below. In addition, I set bounds on these parameters (par.u and par.l). When I run the code, I get the error message shown below. Any idea

Hi, I'm trying to create a plot showing the density distribution of some shipping data. I like the look of violin plots, but my data is not continuous but rather binned and I want to make sure its binned nature (not smooth) is apparent in the final plot. So for example, I have the number of individuals per vessel, but rather than having the actual number of individuals I have data in the

Dear all, I have a question with respect to counting process formulation of the coxph(survival) model. I have two groups of observations for which I have partitioned each observation into two distinct time intervals, namely, entry day till day 13, and day 13 till death or censorship day (of course the latter only for the observations that survived the first 13 day interval), and added a

Hi, I am having trouble with the survival library, particualrily the coxph function. the following works coxph(jtree9$cph.call,z,rep(1,dim(z)[1])) Call: coxph(formula = jtree9$cph.call, data = z, weights = rep(1, dim(z)[1])) coef exp(coef) se(coef) z p SM 0.2574 1.294 0.0786 3.274 1.1e-03 Sex -0.1283 0.880 0.1809 -0.709

Dear R users, i try to integrate lgamma from 0 to Inf. But here i get the message "roundoff error is detected in the extrapolation table", if i use 1.0e120 instead of Inf the computation works, but this is against the suggestion of integrates help information to use Inf explicitly. Using stirlings approximation doesnt bring the solution too. ## Stirlings approximation lgammaApprox

Has anyone come across the right combinations to print a limited number of digits? My trial and error approach is taking too much time. Here is what I have tried: > op <- options() > a <- c(1e-10,1,2,3,.5,.25) > names(a) <- c("A", "B", "C", "D", "E", "F") > # default > a A B C D

Hi I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz Specifically, in R-2.2.0 I get expected behaviour: > eigen(matrix(1:100,10,10),FALSE,TRUE)$values [1] 5.208398e+02+0.000000e+00i -1.583980e+01+0.000000e+00i [3] -4.805412e-15+0.000000e+00i 1.347691e-15+4.487511e-15i [5] 1.347691e-15-4.487511e-15i -4.269863e-16+0.000000e+00i [7] 1.364748e-16+0.000000e+00i

On 20/11/2017 6:38 AM, Maria Lathouri via R-help wrote: > Dear all > I know that it is a very simple question but it seems that I cannot change the colour in the bars. > I have the following dataframe: > A ? ? ? ? ? ? ? ?? B ? ? ? ? ? ? ? ? C ? ? ? ? ? D ? ? ? ?? E ? ? ? ? ? ? ? ? ?? F ? ? ? ? ? ? ? ? ?? G ? ? ? ? ? ? ? ?0.0.24 ? ? ? ?? 152460 ? ? ? ? 474 ? ? ? 5.5 ? ? ?? 612000 ? ?

The following fit does not make sense to me, please, correct me if I have a logical error. > moddowsn Call: coxph(formula = Surv(start, stop, resp) ~ sn + matfac2, data = coxsn1, method = "efron") coef exp(coef) se(coef) z p sn2 0.0497 1.051 0.02030 2.450 1.4e-02 sn3 -0.0532 0.948 0.02038 -2.610 9.0e-03 sn4 -0.0410 0.960

On 20/11/2017 7:09 AM, Maria Lathouri wrote: > Dear all, > > I am really sorry for this. I have attached the script and a .csv file > with an example. The problem is that you have dat as a matrix with only one row. barplot() applies the colours to the rows of dat; since you have only one row, everything ends up blue. You can fix this by creating dat as a vector using

Dear all,? I am really sorry for this. I have attached the script and a .csv file with an example.? Hope this will help. Many thanks,Maria ???? 11:53 ?.?. ???????, 20 ????????? 2017, ?/? Duncan Murdoch <murdoch.duncan at gmail.com> ??????: On 20/11/2017 6:38 AM, Maria Lathouri via R-help wrote: >? Dear all > I know that it is a very simple question but it seems that I cannot

Hi R Gurus! I conducted regression and anova followings : Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 6.07e-01 5.95e-02 10.19 < 2e-16 *** nemp 2.87e-06 1.04e-07 27.63 < 2e-16 *** as.factor(corridor1)A -8.81e-02 2.13e-02 -4.14 3.6e-05 *** as.factor(corridor1)B

I have a model with quant vars only and the error message does not make sense: (mod1 <- coxph(Surv(time=strt,time2=stp,event=(resp==1))~ +incpost+I(amt/1e5)+rate+strata(termfac), subset=dt<"2010-08-30", data=inc,method="efron")) Call: coxph(formula = Surv(time = strt, time2 = stp, event = (resp == 1)) ~ +incpost + I(amt/1e+05) + rate + strata(termfac),

I am using 'igraph' package to make some graphs of 'gene-gene interaction'. I can get a data.frame which has three columns. gene1 gene2 pvalue AGT MLR 1.2e-04 MLR 11BHSD1 1.71e-05 IFG2 11BHSD2 2.2e-07 . . . . . . . . . AGTR1 NPPA