[R] Problem with GARCH models in R compared to S-PLUS
Hi R, I have three queries regarding handling GARCH functions in R. Below I document the same: Unlike S-Plus, R doesn't handle Multivariate GARCH models. R has a package for BEKK GARCH model but not for DVEC GARCH models. The GARCH function in S-PLUS has the capability of fixing some model parameters at certain values to evaluate the fit of a particular model. But the same optionality is not provided by the GARCH models in R. So, how can I overcome these difficulties which I am facing in R? Are these procedures in the development stage of R? (I mean the packages are yet to be built?)..Any developmental work going on with this? Thank a lot for your help, Shubha [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] R Version Problem in using write.foreign+SAS
Hi experts, I have a problem in Write.foreign command (SAS). I have a data frame called d. >d Datetime 2006-12-01 00:00:00 2006-12-01 00:10:00 2006-12-01 00:20:00 2006-12-01 00:30:00 2006-12-01 00:40:00 >class(d$Datetime) [1] "POSIXt" "POSIXct" Then I tried with, write.foreign(d,"Z:\\try_i.sas7bdat"," Z:\\try_i.sas ",package="SAS",dataname="g") If I use R 2.4.0 version I get the below text file generated. "01Dec2006 00:00:00" "01Dec2006 00:10:00" "01Dec2006 00:20:00" "01Dec2006 00:30:00" "01Dec2006 00:40:00" If I use R 2.2.0 version I get the below text file generated. 2006-12-01 00:00:00 2006-12-01 00:10:00 2006-12-01 00:20:00 2006-12-01 00:30:00 2006-12-01 00:40:00 But I need to use R 2.4.0 and get the text file generated by R 2.2.0. Could somebody help me on this? Thank you. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Fwd: Where to find the code in the foreign library?
Hi R users, If I give foreign:::writeForeignSAS in command prompt of R, I get the code used for it. Now I need to make some changes here and run my usual foreign command. So, where can I find the above code in SAS foreign library? Thanks in advance. [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Problem in Dates
Hi Experts,
I have a problem in Dates.
I have a zoo object called 'intra'. And the class of index(intra) is
("Chron" "Dates" "Time"). I need to put the index of this zoo object into a
data frame. So I used,
idat<-data.frame(Datetime=as.POSIXlt(index(intra),"GMT"))
But I get the values of 'idat' to be:
"01joulu2006 09:59:59"
"01joulu2006 10:09:59"
"01joulu2006 10:19:59"
"01joulu2006 10:30:00"
"01joulu2006 10:40:00"
"01joulu2006 10:50:00"
But I need the 'idat' format to be:
2006-12-01 13:30:00
2006-12-01 13:40:00
2006-12-01 13:50:00
2006-12-01 14:00:00
2006-12-01 14:10:00
2006-12-01 14:19:59
2006-12-01 14:29:59
i.e., instead of joulu (The finnish version of December) I need to get in
the number format. How do I do this? Do I need to change the OS date format?
Because I read a documentation which says "Unfortunately, the documentation
of POSIXt objects is Operating system dependent and especially under MS
Windows several problems appear in the management of time zones and day
light saving times" (Source: R Documentation, timeDate Class). Thought this
may help you
Thank you,
Shubha.
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[R] Fwd: Urgent Help in Paste Command
Hi Experts,
I want to see my object as below:
'C:\Program Files\R\R-2.4.0\bin\Rgui.exe'
So I use the paste command. None of the below is working. Could anyone help
me on this?
> paste("'C:\Program Files\R\R-2.4.0\bin\Rgui.exe'")
[1] "'C:Program FilesRR-2.4.0\binRgui.exe'"
> paste("'C:","\","Program Files","\","R","\","R-2.4.0","\","bin","\","
Rgui.exe'",sep="")
Error: syntax error in "paste("'C:","\","Program"
>paste("'C:","Program Files","R","R-2.4.0","bin","Rgui.exe'",sep="\")
+
I need to only use the \ symbol and not / or \\. Please help me
Thank you,
Shubha.
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Fwd: Dates Conversion/write.foreign
-- Forwarded message -- From: Shubha Vishwanath Karanth <[EMAIL PROTECTED]> Date: Nov 24, 2006 7:54 PM Subject: Dates Conversion/write.foreign To: Shubha Karanth <[EMAIL PROTECTED]>, Shubha Vishwanath Karanth <[EMAIL PROTECTED]> Hi R experts, I need an urgent help... I have an a dataframe caled idat. Below i give a snapshot of it. Datetime Volume_a Volume_b (11/21/06 12:50:00) (11/21/06 12:50:00) 00 (11/21/06 13:00:00) (11/21/06 13:00:00) 00 (11/21/06 13:10:00) (11/21/06 13:10:00) 00 (11/21/06 13:20:00) (11/21/06 13:20:00) 00 (11/21/06 13:30:00) (11/21/06 13:30:00) 342113 0 (11/21/06 13:40:00) (11/21/06 13:40:00) 695071 0 (11/21/06 13:50:00) (11/21/06 13:50:00) 470943 4690 (11/21/06 14:00:00) (11/21/06 14:00:00) 870072 0 (11/21/06 14:10:00) (11/21/06 14:10:00) 1010101 2000 (11/21/06 14:20:00) (11/21/06 14:20:00) 71428750 (11/21/06 14:30:00) (11/21/06 14:30:00) 388716 1780 (11/21/06 14:40:00) (11/21/06 14:40:00) 380038 1245 The type of each variable is given below: idat : 'data.frame':144 obs. of 3 variables: $ Datetime :Classes 'chron', 'dates', 'times' atomic [1:144] 13473 13473 13473 13473 13473 ... $ Volume_a : num 0 0 0 0 0 0 0 0 0 0 ... $ Volume_b : num 0 0 0 0 0 0 0 0 0 0 ... The variable i am interested is "Datetime". I exported this dataframe into SAS by the write.foreign command, write.foreign(idat,"Z:\\New\\idat_d.sas7bdat","Z:New\\idat_c.sas",package="SAS",dataname="f.idat") When I export, i see only the date value (Note: no time) in my SAS data set. Why is this? The write.foreign package says: "Numeric variables and factors are supported for all packages, dates and times (Date, dates, date, and POSIXt classes) are also supported for SAS and characters are supported for SPSS." So, what should i do to get my time value also apart from the datevalue? Do i need to convert the chron object, "Datetime" into POSIXt...or anything alse...so that SAS can read it as datetime. format? Thank you, Shubha. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R]
Hi R-Experts, I'm currently using R 2.4.0 in Windows XP. I'm trying to download data from Bloomberg using the package "RBloomberg", but it fails to install the three needed packages "zoo", "chron" and 'Rbloomberg". Moreover I am not able to find "RBloomberg" package as windows binary in CRAN site as only for MAC it's given. Please help me in this regard. And if anyone have faced version problem, please do let me know. Thanks in advance, Subha. __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
