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> Hello, > > I am trying to find an easy way to estimate the following: > > y = Function(x) + lag(x,1) + garch_error_component E.g. estimate the mean component first and then use garch from tseries on the residuals from step...

-------------- next part -------------- An embedded message was scrubbed... From: Hella Heikki <Heikki.Hella at bof.fi> Subject: R code and robust regression Date: Tue, 12 Dec 2000 12:12:14 +0200 Size: 2187 Url: https://stat.ethz.ch/pipermail/r-help...

There is a new version of tseries with an enhanced "get.hist.quote" available: * "get.hist.quote" now optionally returns a "zoo", "ts", or "its" object (thanks to Achim Zeileis) * New provider "oanda" is implemented which provides access to one...

For Windows users, some instructions how to use R 4.0.0 with Intel MKL: https://linkedin.com/pulse/r-400-intel-mkl-windows-adrian-trapletti Best Regards Adrian Adrian Trapletti Steinstrasse 9b, 8610 Uster, Switzerland P +41 44 994...

For Windows users, some instructions how to use R 4.0.0 with Intel MKL: https://linkedin.com/pulse/r-400-intel-mkl-windows-adrian-trapletti Best Regards Adrian Adrian Trapletti Steinstrasse 9b, 8610 Uster, Switzerland P +41 44 994...

Dear All, Are there any plans around that "R CMD INSTALL some_package_containing_java_source code" supports Java source code compiling in future versions of R similar to compiling C/C++ and/or Fortran sources in the src directory...

There is a new version of tseries with an enhanced "get.hist.quote" available: * "get.hist.quote" now optionally returns a "zoo", "ts", or "its" object (thanks to Achim Zeileis) * New provider "oanda" is implemented which provides access to one...

ripley at stats.ox.ac.uk wrote: > zdump manipulates its environment directly but is otherwise the same code. > Solaris and glibc define putenv slightly differently. There are > two lines like > > char buff[20]; > > in src/main/datetime.c, and if...

> > >>> Thanks for you help, >>> >>> And how to test covariance = zero in time series , >>> cov(r_t, r_t-1)=0 >>> and r_t are homoscedastik and dependent ? >> >> > >How about: > >?acf >?pacf > >in package 'ts' > > Box.test from package 'ts' best...

Dear colleagues, the tseries package is updated and should now work with R-1.2.0. best and merry Xmas Adrian -- Adrian Trapletti, Olsen & Associates Ltd., See- feldstrasse 233, CH-8008 Zürich, Switzerland Phone: +41 (1) 386 48 48 Fax...

Is there a function ".C++(...)" for R, or does anybody know how to dynamically load C++ functions into R? lg at -- Adrian Trapletti, Vienna University of Economics and Business Administration, Augasse 2-6, A-1090 Vienna, Austria Phone: ++43 1...

Dear colleagues, the tseries package is updated and should now work with R-1.2.0. best and merry Xmas Adrian -- Adrian Trapletti, Olsen & Associates Ltd., See- feldstrasse 233, CH-8008 Z?rich, Switzerland Phone: +41 (1) 386 48 48...

> > >All, > >In looking at `optim', it doesn't appear that it is >possible to impose nonlinear constraints on Nelder- >Mead. I am sufficiently motivated to try to code >something in C from scratch and try to call it from >R...

Fritz just put tseries_0.3-1 on CRAN. It should now be more compatible across different platforms than 0.3-0. Thanks to Brian Ripley, Karl Syring, and Dirk Eddelbuettel. Adrian -- Adrian Trapletti, Vienna University of Economics and Business...

Wizon wrote: > I am using Mac OSX. I am first starting to use R and have not > installed any packages yet. I searched through the CRAN site for a > Mac OSX version, but did not find one. I downloaded the...

Fritz just put tseries_0.4-0 on CRAN. New is mainly the non-parametric bootstrap for time series which should be quite efficient since resampling is completely done within C. Comments and suggestions are welcome! Adrian -- Adrian Trapletti, Vienna...

>Date: Fri, 22 Feb 2002 09:48:16 -0600 (CST) >From: sun at cae.wisc.edu >Subject: [R] Does R have semiparametric package for time series > >Hello, All: I am new to R. I wonder if there is package for...