Re: [R] System of equations with unknowns in R

2016-07-20 Thread Sachin Kuruvithadam
Sorry, didn't know that the other site only hosted temporarily. This link should be permanent: https://postimg.org/image/gpp3sohip/ Da: R-help per conto di Sachin Kuruvithadam Inviato: mercoled� 20 luglio 2016 20.57 A: Berend Hasselman Cc: r-h

Re: [R] System of equations with unknowns in R

2016-07-20 Thread Sachin Kuruvithadam
d� 20 luglio 2016 20.13 A: Sachin Kuruvithadam Cc: r-help@r-project.org Oggetto: Re: [R] System of equations with unknowns in R > On 20 Jul 2016, at 20:07, Berend Hasselman wrote: > > > > This functions a scalar not a function Correction. This should have been This function returns a

[R] System of equations with unknowns in R

2016-07-20 Thread Sachin Kuruvithadam
I have a 3x3 matrix Omega whose elements are unknown, and a defined 3x1 parameter vector alpha. I want to define a 3x1 vector delta whose elements are still unknown but depend on alpha and Omega as shown in this image (sorry, but when I write in Latex format it doesn't appear formatted in my p

[R] Estimating gumbel copula parameter

2016-06-05 Thread Sachin Kuruvithadam
Hi all. I'm a R newbie, so please bear with me. I'm fitting nine log losses series (log returns multiplied by -1, so that I have losses on the right and returns on the left) using copulas. My project in more detail: 1) I've filtered the residuals using univariate ARMA-GARCH models, and standard