Re: [R] how to fit GJR-GARCH model in R

Hi,All, I am trying to fit a GJR-GARCH model in R: r_t = mu + e_t h_t = alp_0 + alp_1 * e_(t-1)^2 + alp_2 * s_(t-1) * e_(t-1)^2 + beta * h_(t-1) where r_t = return (on day t), h_t = conditional volatility on day t, and s_(t-1) = 1 if e_(t-1) 0 (zero otherwise). I have downloaded the

[R] Calculate of data frame

pair, like modelcountvaluedate A631.87/1/2005 A310.27/2/2005 B714.27/1/2005 B1067.4 7/2/2005 Anyone can tell me how to do this? Thanks. Fan [[alternative HTML

Re: [R] Calculate of data frame

/2005 followd by 7/2/2005)? Thanks, Fan -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Peter Dalgaard Sent: Thursday, July 14, 2005 1:29 PM To: Zhang, Fan Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Calculate of data frame Zhang, Fan [EMAIL PROTECTED

Re: [R] R 2.0.0 is not suffisantly reliable to be used

WHAT CAN I DO FOR YOU, SIR ? Perhaps you're expecting some sort of congratulations for that new release ? I've taken time to download it, test it, and I've said what I've got to say. You're helping nobody with that sort of process of intention. -- Fan Liaw, Andy wrote: From: Fan After wasting one

Re: [R] e1071, R1.9.0, Solaris 2.9, should I be worried?

On Tue, May 25, 2004 at 04:38:44PM +1200, Richard A. O'Keefe wrote: In R 1.9.0 running under Solaris 2.9 on a SunBlade 100, with Sun WorkShop 6 update 2 C++ 5.3 2001/05/15 as the C++ compiler, I just did How worried should I be? I guess the Warning: x hides Solver::x warnings related to a

Re: [R] New version of benchmark comparing R with other software

to the R dev team, nice job ! Cheers -- Fan Philippe Grosjean wrote: Hello, Thanks to Douglas Bates, there is now a new benchmark suite (version 2.3) which is compatible with R 1.9.0 and the recent Matrix library (0.8-1 or above). You find it at http://www.sciviews.org/other/benchmark.htm

[R] Error with 1.9.0 - winMenuAdd not usable in .Rprofile

in interactive, once R loaded. Any idea ? Thanks -- Fan Duncan Murdoch wrote: On Wed, 21 Apr 2004 18:40:05 +0100 (BST), Prof Brian Ripley [EMAIL PROTECTED] wrote : On Wed, 21 Apr 2004, Duncan Murdoch wrote: I think it would be more useful for debugging purposes to do them one at a time. Do we still

Re: [R] Error with 1.9.0 - winMenuAdd not usable in .Rprofile

Brian, thanks for the hint, it works. The old 1.8 version works very well without the need of such manual loading, I guess, there'd be some internal changes in the order of libraries loading at the startup in the 1.9.0 version ? -- Fan [EMAIL PROTECTED] wrote: I had this problem too

[R] classification and association rules in R

information I can get? Thanks. Regards, Rong-En Fan __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Re: [R] socket clusters on snow dies easily

this problem. If there is anything new, i'll post here. Regards, Rong-En Fan __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

[R] socket clusters on snow dies easily

machine. Also, one of my friends also got this result on Linux machines w/ R 1.8.x. Is there any one also encounter this problem? Any comments or suggestion are welcome :) Regards, Rong-En Fan __ [EMAIL PROTECTED] mailing list https

[R] Compiling/using R on IBM AIX

: 1. which compiles would be recommanded (IBM C Fortran compilers vs GNU compiles), and are there any restrictions on the version to be used ? 2. is Perl 5.0.0 usable instead of the version 5.6.1 recommanded ? Many thanks in advance for your help -- Fan

Re: [R] Excel can do what R can't?????

specialized optimisation toolbox (sure generally commercial), not only the limited one in Excel. And with google, search GRG generalized reduced gradient is giving 424 links. -- Fan I've found that the discussions are interesting, generally speaking, peoples seem equally confident on R's optim

Re: [R] Excel can do what R can't?????

implemented in Excel is fondamentally the same than that in R ? Thanks in advance -- Fan Damon Wischik wrote: Michael Rennie wrote: Last, it's not even that I'm getting error messages anymore- I just can't get the solution that I get from Excel. If I try to let R find the solution, and give

Re: [R] excel files and R

For loading Excel data and many others file formats, one possibility is to use the free conversion utility: DataLoad. See: http://www.vsn-intl.com/genstat/downloads/datald.htm (there're probably also other links) It should be easy to create R wrappers to use that utility. Cheers -- Fan Marc

[R] overlapping pattern match

Hi, all, I have a string like aaacdf, I want to find how many aa in the string. Obviously, It is 2 in this case. it is easy to do in Perl, but how to do such overlapping match in R or Splus. Thanks! Y.Fan __ [EMAIL PROTECTED] mailing list

[R] search engine dose not work for Morzilla

Hello, I am running R1.6.2 on Redhat8.0. I use Morzilla to display the html file. However,the search engine does not work. eg. I type plot and press search, it does not return the result but show the same page. Any idea? Thanks! Y.Fan __ [EMAIL

Re: [R] Type of multi-valued variable

be a mChoice variable) Thanks in advance -- Fan Frank E Harrell Jr a écrit : On Mon, 10 Feb 2003 21:51:50 +0100 Fan [EMAIL PROTECTED] wrote: Hi, I've read in the past a thead in the R discussion list about the multi-valued type variable (what was called checklist). At the moment

[R] Type of multi-valued variable

number of responses, etc. Thanks in advance for any help -- Fan __ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help