rsoftware

  1. B

    Non linear mixed effects model and autocorrelation

    Hello everyone ! I am working on a non-linear statistical mixed effects model using package nlme in the R software.. The response variable is a cumulative flux of carbon dioxide, representing soil carbon mineralisation, during soils incubation at controlled temperature and humidity. The...
  2. M

    copula-based VaR calculation in R

    I'm working on a value-at-risk calculation using copulas on different stock market indices. I know how to fit the copula, but I can't figure out how to apply the VaR approach in the next step. The concept of copulas is relatively new to me and has proven to be very challenging for an average...
  3. A

    Package similar to relaimpo for binary regression

    Dear all, I have a quick question that I’m really hoping you can help me with. I’m looking for a similar package to relaimpo that can be applied to binary/logistic regression in R. More exactly I am trying to find a way to compute the importance of each predictor in the case of a binary...
  4. O

    Problem with allocating data

    Hello, Im currently writing my bachelor thesis in statistical finance and i have run into a small problem. I want to evaluate forcasts from my GARCH with realized intraday volatility. The intraday data is Tick-data over a certain period. The date column is presented as for example 2011-11-01...