[R] Sparse Logistic PCA package?

2012-07-23 Thread Ashley Bonner
Hi UseRs, Has anyone come across an R package (or any other software) that can implement Sparse Logistic PCA (an extension to Sparse PCA that works in the presence of binary-type data)? Specifically, I have read the 2010 paper by Lee et al. called "Sparse Logistic Principal Component Analysis for

[R] specify GARCH model, using garchFit()

2012-03-11 Thread Ashley Bonner
Hello, I’ve fitted a Garch(2,1) model with function 'garchFit()' from the package 'fGarch': > m1 <- garchFit(formula = ~garch(2,1),data = X,trace = F) * See 'summary(m1)' OUTPUT BELOW * PROBLEM: My alpha1 term is not significant and I would like to make a NEW model, say m2, that does not contai