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17 results for “from:Eliano”

Solving Equations
Eliano · Jan 22, 2012 · r-help

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Solving Equations
Eliano · Jan 22, 2012 · r-help

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Solving Equations
Eliano · Jan 22, 2012 · r-help

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Maximization Problem
Eliano Marques · Oct 25, 2011 · r-help

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Package PLM
Eliano Marques · Jul 3, 2013 · r-help

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Help with a function and text
Eliano · Mar 6, 2013 · r-help

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Help with a function and text
Eliano · Mar 7, 2013 · r-help

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Maximization
Eliano · Oct 25, 2011 · r-help

hi people, I'm trying to maximize this function: fn= function (x) {x[1]^2+5*x[2]^2} with this restriction fn1 = function (x) {x[1]+x[2] <=5} Can someone help me how to procedure this? I tried...

constrain min and max of output
Eliano · Oct 25, 2011 · r-help

Hi There, I have a similar problem. I have a function that i want to maximize. lets say: (x-2)^2+(y-4)^2 and i want to constraint that maximization to x+y<=5 I can program that constraints...

Sampling with Constraints for testing and training data
Eliano · Jan 24, 2012 · r-help

Hi People, Thus anyone have a good solution for this problem: a database called DB. index <- sample(1:nrow(DB), size=0.2*nrow(BD)) test <- DB[index,] train <- DB[-index,] One of the variables in this database contais a...

Sampling with Constraints for testing and training data
Eliano · Jan 25, 2012 · r-help

Hi People, Does anyone have a good solution for this problem: a database called DB. index <- sample(1:nrow(DB), size=0.2*nrow(BD)) test <- DB[index,] train <- DB[-index,] One of the variables in this database contais a...

Help with a function and text
Eliano Marques · Mar 6, 2013 · r-help

Hi, can I understand why this message was rejected ? Thanks, Eliano Sent from my iPhone On 6 Mar 2013, at 19:18, Eliano <eliano.m.marques at gmail.com> wrote: > Hi everyone, > > I am writing some code to generate a...

rugarch n.ahead forecasts
Eliano Marques · Sep 29, 2015 · r-sig-finance

Community, I have a quick question that perhaps is easy to solve regarding n.ahead forecasts. So for example: variance_model = list(model = "sGARCH", garchOrder = c(1, 1), submodel = NULL, external.regressors = NULL,#as.matrix(Regressors), #External Regressors will include...

Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques · Sep 10, 2015 · r-sig-finance

Hi everyone, I?m writing a thesis around the stock prices with ISEG in Lisbon. I wrote the entire end-to-end ETL in R and I?m trying to run all the models in R. Just as a sense...

Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques · Sep 10, 2015 · r-sig-finance

Hi Alexios, Thanks for your help. I tried and searched a lot for why this is different but I though publishing in your recommend emailing list would give a most robust answer. I have played already with several solvers but...

Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques · Sep 10, 2015 · r-sig-finance

PS: I?ve also noted that the fit tests typically generate NA Weighted Ljung-Box and Arch LM tests. Eliano > On 10 Sep 2015, at 17:38, Eliano Marques <eliano.m.marques at gmail.com> wrote: > > Hi Alexios, > > So i...

Different results on Garch(1, 1) with regressors: Eviews vs rugarch
Eliano Marques · Sep 10, 2015 · r-sig-finance

Hi Alexios, So i?ve tried many different methods and I?m still finding it difficult to come anywhere close Eviews results. While i do understand they won?t match to a penny the differences are quite significant at this...

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