Re: [R] Cannot load vegan and vcd, "object vI not found"

2019-08-22 Thread Camilo Bernardo Garcia Ramirez
Dear All: Problem solved. Package MASS was not properly installed. Thanks a lot. Camilo B. Garcia El mié., 21 ago. 2019 a las 12:26, Sarah Goslee () escribió: > Hi, > > You misunderstood the suggestion, which was to run update.packages() > to update all packages, not just vegan (which doesn't nee

Re: [R] DCC model estimation with t-Student distribution rmgarch

2019-08-22 Thread Jeff Newmiller
This seems squarely in the "asking for statistical expertise" area, rather than the "how do I make R implement this theory I understand" area, so it is off topic on this mailing list. You might be in better company on Stack Exchange. On August 22, 2019 5:55:43 AM PDT, Tommaso Ferrari wrote: >De

Re: [R] results of a survival analysis change when converting the data to counting process format

2019-08-22 Thread Göran Broström
On 2019-08-18 19:10, Ferenci Tamas wrote: Dear All, Consider the following simple example: library( survival ) data( veteran ) coef( coxph(Surv(time, status) ~ trt + prior + karno, data = veteran) ) trtpriorkarno 0.180197194 -0.005550919 -0.033771018 Note that w

[R] DCC model estimation with t-Student distribution rmgarch

2019-08-22 Thread Tommaso Ferrari
Dear all, I was analyzing and implementing the DCC model (Dynamic Conditional Correlation) for the one-day forecast calculation of the variance-covariance matrix of a system consisting of, approximately, 30 stocks. For each title I consider a historical series of logarithmic daily returns of 250 sa