Hi,
I have trying to replicate a function from rugarch package manually.
Below is the calculation based on the function,
library(rugarch)
data(dji30ret)
spec = ugarchspec(mean.model = list(armaOrder = c(1,1), include.mean = TRUE),
variance.model = list(model = "gjrGARCH"), distribution.model =
Dear Ani,
A solution using my CRAN package HelpersMG; note that yellow is a
difficult color to manage correct overlay. It is easier to use red.
mean1 <-
c(122.194495954369, 118.955256282505, 115.540991140893, 113.116216840647,
111.24053267553, 109.827890459103, 108.523652505026,
Thank you very much for the solution. Absolutely will try this to see which
one produces better plot.
On Tue, Sep 19, 2023, 18:17 Jan van der Laan wrote:
> Shorter/simpler alternative for adding a alpha channel
>
> adjustcolor("lightblue", alpha = 0.5)
>
>
> So I would use something like:
>
>
>
Shorter/simpler alternative for adding a alpha channel
adjustcolor("lightblue", alpha = 0.5)
So I would use something like:
# Open new plot; make sure limits are ok; but don't plot
plot(0, 0, xlim=c(1,20),
ylim = range(c(mean1+sd1, mean2+sd2, mean1-sd1, mean2-sd2)),
type="n", las=1,
Thank you very much for the help. Turn out I can use 'density' to
differentiate the overlaid area.
On Tue, Sep 19, 2023, 16:16 Ivan Krylov wrote:
> В Tue, 19 Sep 2023 13:21:08 +0900
> ani jaya пишет:
>
> >
> polygon(c(1:20,20:1),c(mean1[1:20]+sd1[1:20],mean1[20:1]),col="lightblue")
> >
>
В Tue, 19 Sep 2023 13:21:08 +0900
ani jaya пишет:
> polygon(c(1:20,20:1),c(mean1[1:20]+sd1[1:20],mean1[20:1]),col="lightblue")
> polygon(c(1:20,20:1),c(mean1[1:20]-sd1[1:20],mean1[20:1]),col="lightblue")
> polygon(c(1:20,20:1),c(mean2[1:20]+sd2[1:20],mean2[20:1]),col="lightyellow")
>
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