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Thank you! I just found there is a name "stdresid" under slot "mfit", i.e. fit1 at mfit$stdresid. I guess it refers to standardised residuals (it looks like in the plot), is it true? -- View this message in context...

Thank you Alexios! Now I can see how to do the first 2 Qs. Sorry, I am very new to R. Could you tell me how to run the files in the 'rmgarch.tests' folder? I typed > runtests Error: object...

Hello, How do you print a variable name in a for loop? I'm trying to construct a csv file that looks like this: Hello, variable1, value_of_variable1, World, Hello, variable2, value_of_variable2, World, Hello, variable3, value_of...

Hi Josh, Thanks for the kind reminder of posting the dataframe on. My dataframe contains lots of categorical variables, which seems to be problematic. For instance, dob status edu mrext 1111 married highschool yes, full time Do you know how...

Hi Weidong, Thank you for the clear explanation. You are right it is not the categorical variables that are causing the trouble. It might be the relatively small number of sample that causing the problem given so many variables. I...

> imp<-mice(mydataframe, seed=1) When trying the above command, I got the error term: iter imp variable 1 1 medu Error in solve.default(xtx + diag(pen)) : system is computationally singular: reciprocal condition number = 1.16487e-025/ What does...

Hello everyone At the moment I put a lot of attention in the uncertainty of my analyzes. I want to do a spearman correlation that takes into account the uncertainty in my observations and has weighting. uncertainty of observations: I...

I am having a hell of a time, this must surely be simple to solve?. Basically I want to add trailing dates to datasets with differing starting dates so that across datasets I have the same starting date. # make dataset...

Dear all, I have been doing some serialization work with RProtoBuf and that's very helpful and convenient. My now question is, with the same .proto file, can i serialize some objects in R into a file, and deserialize them...

Hi (Alexios) Is it possible to simulate garch paths with a user-defined time series matrix of standardized i.i.d. disturbances, like the http://www.mathworks.co.uk/help/toolbox/econ/garchsim.html option input 'State' of garchsim in...

Thank you. I have a 30*1000 dim iid standardized time series, saved as Z, and I want to simulate 30 paths with 1000 simulations each path. I am a bit confused with the below two: sim1<- ugarchsim(fit.sged...

Thank you Marc! I ended up using metafor library: res_UK <- escalc(mi=data_UK$GAD.7_mean, sdi=data_UK$weight_pred, ni=data_UK$GAD.7_mean_N, measure = "MN?) rma(yi, vi, data=res_UK, method="REML...

Thank you Michael! > Op 1 jul. 2020, om 19:07 heeft Michael Dewey <lists at dewey.myzen.co.uk> het volgende geschreven: > > Dear Frederik > > There is also a mailing list dedicated to meta-analysis in R > > https://stat.ethz.ch...

Thank you Alexios for always prompt and patient reply! Yes, you are right. It does not make sense to look at the simulated cov for 1-ahead. I was trying to do a portfolio allocation exercise. 1) If the mean...

Hi all, We currently have 5 immediate openings in the Analytic Science/Product Development organization of Fair Isaac in San Diego, CA, USA. Send me an email if you are interested: FeiChen at fairisaac.com Thanks much, and here's...

Dear all, I got some problems with the variadic argument "..." in Rcpp. Suppose i have a R function f: f <- function(x,...) { blabla } In another R function, i want to pass this f as an argument to a C++ function...

Hi I am trying to implement a typical GARCH-Copula with DCC for dynamic correlations. Is there someone could give me an example codes how it can be done? I have implemented this in Matlab, but don't know how...

Thanks Brian for pointing this out... Yes indeed my thesis involved distributed computing and R. It consisted of two parts, a distributed scoping feature for limiting data movements, and a parrallel computing interface for speeding up computations. The former used...

Thank you Alexios for quick reply!! The files in the 'rmgarch.tests' folder gave me a lot of help. Can I do 1-step ahead forecasting using GARCH-Copula with the help of rmgarch package? for example I need to...

Thank you so much Eric! Wonderful to have an R community helping out so quickly! > Op 12 aug. 2020, om 14:10 heeft Eric Berger <ericjberger at gmail.com> het volgende geschreven: > > Hi Frederik, > (short answer) modify the assignment statement...