[R] garch estimation with exogenouse variables

Hello All, I need to estimate a GARCH model. The mean equation contains exogenous variables like Y = B * X + et. I understand the garch function in tseries package can handle univariate model, and garchFit in fGarch can handle ARMA specification. Is there any function that can handle exogenous var

[R] How to get rid of extra areas on spatial data map

Hello All, I am using "sp" and "maps" libraries to have a map for some fire data. The region covered is Mississippi State in the US. Then I would like to add a layer of ecoregion on the top (omenrik layer from nationalatlas.gov). The problem is that the ecoregion layer is larger than the state bou

[R] ggplot legend for multiple time series

<- data.frame(year=1875:1972, level=LakeHuron) ggplot(huron, aes(year)) + geom_line(aes(y=level+5, colour="above")) + geom_line(aes(y=level-5, colour="below")) + scale_colour_manual("Direction", c("above"="black", "below&

[R] Duration model with sample selection (or selectivity)

Hello All, I am interested in estimating a duration model (also known as survival analysis or event-history analysis). I use an economic dataset. In economics terms, the model is "duration model with sample selection (or selectivity)." The time spell variable is only observed for a sample that mee

Re: [R] navigation panel with help

, January 28, 2010 2:19 PM To: Changyou Sun Cc: r-help@r-project.org Subject: Re: [R] navigation panel with help On 28/01/2010 3:15 PM, Edwin Sun wrote: > All, > > I installed the lastest version of R 2.10.1. On the help page for a specific > function, it turns out that the vertica

[R] Package ismev, gpd.fit, and interpretation for statistics of extreme values

tion is related to calculating return levels. There are multiple fires on individual calendar days. Each year there are 2000 to 5000 fires. I am not sure how to specify the number of observations per year, i.e., the value of "npy" and which formulas should be used. Thank you for your h