Hello,
Genetic algorithm can prove handy as well here. see for instance
https://cran.r-project.org/web/packages/GA/vignettes/GA.html
with non-convex objective functions I usually try a genetic algorithm for
a few rounds then finish using nlminb
Best regards,
Jeremie
Marc Girondot via R-help
Hi david,
The formatting of the data frame looks like the Province and Year
columns have gotten stuck together. This probably has something to do
with your Excel spreadsheet or the function that you are using to read
it in. If there is are fewer column names than columns, this error is
likely to
The postings about polyalgorithms don't mention that optimx has a
tool called polyopt() for this. Though I included it in the package,
it has not been widely tested or applied, and more experience with such
approaches would certainly be of interest to a number of workers, though
I suspect the
Good morning, my name is Daniela from Colombia,
I am working with rmgarch package, specifically with the cgarchspec function.
One argument of this function is the "transformation", which is the type of
transformation to apply to the marginal innovations of the GARCH fitted models
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