Working in CRAN’s World

[This article was first published on R – Win Vector LLC, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here) Want to share … Read more

Regime Switching State Space Model with R code

#========================================================# # Quantitative ALM, Financial Econometrics & Derivatives  # ML/DL using R, Python, Tensorflow by Sang-Heon Lee  # # https://kiandlee.blogspot.com #——————————————————–# # Lam’s generalized Hamilton model in Kim (1994) #========================================================# graphics.off()  # clear all graphs rm(list = ls()) # remove all files from your workspace #======================================= #             Functions #======================================= # parameter constraints trans – function(b0){     b1 – b0          # probability     b1[1:2] – exp(b0[1:2])/(1+exp(b0[1:2]))          # variance     b1[5] – b0[5]^2          # AR(1), AR(2) coefficients     XX6 – b0[6]/(1+abs(b0[6]))     XX7 – b0[7]/(1+abs(b0[7]))     b1[6] – XX6 + XX7     b1[7] – –1*XX6*XX7          return(b1) … Read more

NAs introduced by coercion

The post NAs introduced by coercion appeared first on finnstats. If you want to read the original article, click here NAs introduced by coercion. Are you looking for the latest … Read more