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39 results for “from:Hannu Kahra”

Shading the area between lines
Hannu Kahra · Jul 3, 2009 · r-help

Hi, I have a graph with seven parallel horizontal lines. Is it possible to shade the area between two adjacent lines? Thank you in advance, Hannu

Monte Carlo and Portfolio Optimization
Hannu Kahra · Oct 10, 2005 · r-sig-finance

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Monte Carlo and Portfolio Optimization
Hannu Kahra · Oct 10, 2005 · r-sig-finance

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Laptop freezes when trying to load R packages?
Hannu Kahra · Mar 30, 2006 · r-help

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Multivariate GARCH with only univariate estimation
Hannu Kahra · Aug 3, 2006 · r-sig-finance

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Time Series - Function to fit ARIMA and GARCH components
Hannu Kahra · Oct 16, 2007 · r-help

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Installing R and an editor on a USB drive
Hannu Kahra · Nov 10, 2010 · r-help

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Jarque-Bera test and Ljung-Box test for multivariate time series
Hannu Kahra · Mar 31, 2009 · r-help

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Estimating a one-factor model using the DLM package
Hannu Kahra · Feb 5, 2017 · r-sig-finance

Hi, I am trying to estimate a one-factor model of the spread y(t) between two interest rates y(t) = a + b*s(t) + u(t) s(t) = c*s(t-1) + v(t) using the DLM package in...

mean()=sum()
Hannu Kahra · Dec 14, 1998 · r-help

There is a bug (or a feature) in R-0.63.1 such that mean() and sum() result into identical values in the following example. > mydata <- read.table("a:\\undata.txt", header=T) > summary(mydata[2]) UN Min. : 3.20...

Mixed integer programming
Hannu Kahra · Feb 19, 2019 · r-sig-finance

I have tried to replicate Example 5.1 in Luenberger: Investment Science. Here is the model model <- MIPModel() %>% add_variable(x[i], i = 1:7, type = "binary") %>% set_objective(200*x[1]+30*x[2]+200*x[3]+60*x...

R compile problems with AIX
Hannu Kahra · Dec 9, 1998 · r-help

>I've allways had some problems compiling R (R-62.x and R-63.x) on a AIX 4.2.1 My problems are very similar with R-63.1 on Red Hat linux 5.1. './configure' and 'make' seem...

Mixed integer programming
Hannu Kahra · Feb 19, 2019 · r-sig-finance

I forgot to mention that I am using the ompr package. An example is given here https://blog.revolutionanalytics.com/2016/12/mixed-integer-programming-in-r-with-the-ompr-package.html -Hannu On Tue, Feb 19, 2019 at 2...

R can't response me, and maybe dead when calling garchFit
Hannu Kahra · Oct 19, 2007 · r-sig-finance

Instead of library(fSeires), try library(fSeries). For your information, garchFit is now in the fGarch package, if you have R-2.6.0. Hannu On 10/19/07, ANNing-ning <nning_an at hotmail.com> wrote: > > > for example , when...

R-beta: R0.62.3 installation on RedHat 5.0
Hannu Kahra · Oct 7, 1998 · r-help

I have R-0.62.3 and RedHat 5.0 with fort77. At the office R is running but when I install a package, eg. 'akima' I get a message make: f77: Command not found 'R INSTALL library' does not...

R-beta: R0.62.3/RedHat 5.0/fort77
Hannu Kahra · Oct 7, 1998 · r-help

>>I have R-0.62.3 and RedHat 5.0 with fort77. >> >>At the office R is running but when I install a package, eg. 'akima' It seems R does not install completely with fort77. I am able to run...

Mixed integer programming
Hannu Kahra · Feb 19, 2019 · r-sig-finance

Hi Eric, thank you very much. Best regards, Hannu On Tue, Feb 19, 2019 at 4:02 PM Eric Berger <ericjberger at gmail.com> wrote: > Hi Hannu, > I figured out the problem. The following code works for me. Note that...

Estimating a one-factor model using the DLM package
Hannu Kahra · Feb 7, 2017 · r-sig-finance

I specify the problem more clearly. My model is y(t) = a + b*s(t) + u(t) s(t) = c*s(t-1) + v(t) that is a stochastic linear trend model in the DLM package obtained by setting dlmModPoly...

ARIMA,GARCH and differences
Hannu Kahra · Apr 12, 2009 · r-sig-finance

If you have a look at the arma and arima outputs, the first one has an intercept but in arima it is ignored: R help for arima: include.mean Should the ARMA model include a mean/intercept term? The default...

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