[R] Garchoxfit package

2011-03-27 Thread Ning Cheng
Dear List, I'm now using Ubuntu 10.10 and I want to use the garchoxfit function.It seems that I need to download the package. While after installing the package,I still can't use the garchoxfit function.What's the reason and how to fix that? Thanks for your time! Best, Ning

[R] How to prove the MLE estimators are normal distributed?

2011-03-01 Thread Ning Cheng
Dear List, I'm now working on MLE and OSL estimators.I just noticed that the textbook argues they are joint normal distributed.But how to prove the conclusion? Thanks for your time in advance! Best, Ning __ R-help@r-project.org mailing list

[R] MLE estimation

2011-02-27 Thread Ning Cheng
Dear List, This problem is more a statistic one than a R one. Any one can recommend me some references website or online paper on maximum likelihood estimation?I'm now working on that,while still doubt how to prove that the estimated parameters are normal distributed. Thanks for your time and

[R] Fund style categorizing

2011-02-06 Thread Ning Cheng
I've got a fund performance report for the last year,in which one column states their management style,i.e. long/short,market neutral. I want to categorize all the fund into subgroups by their management style.How can I do that? __ R-help@r-project.org