[R] generating a matrix after a for loop..

2009-11-27 Thread John Seppänen
Hi all, I have to ask this and I know that the reason is that I am a newbie with R programming. So apologize if it is too obvious but I didn't find an answer after googling and reading "An introduction to R". So i have return data from 30 instruments and I am fitting a mixture of normal distributi

[R] fitting mixture of normals distribution to asset return data

2009-11-25 Thread John Seppänen
Hi, I have a 15 years of monthly return data (180 observations) from instruments that have non-normal return distributions. Thus, I would like to fit a mixture of normal distribution to each of the series. So, that I would be able to simulate from the marginal distributions like this: asset.1<-ex

[R] Deleting .RData files

2009-07-25 Thread John Seppänen
Hi all! I have accidentially saved few objects when I have closed workspace and clicked from "save workspace image" "Yes". Now I would like to delete the .RData files so that workspace wouldnt restore the unwanted objects everytime I open the workspace. I know i could delete the corresponding .RDa

[R] Jarque-Bera test and Ljung-Box test for multivariate time series

2009-03-31 Thread John Seppänen
Hi! I know that there is function in fBasics package for univariate Jarque-Bera test and a funtion for univariate Ljung-Box test in stats package. But I am wondering if there is a function somewhere to do the tests for multivariate time series? Thanks, John [[alternative HTML version del