I’m clearly out of my realm of competence with most of the rugarch functions, but I thought it might be nice to provide an example combining plot.xts and uGARCHroll. R code from GIST:

A while ago I wrote this post with some R code to visualize the updating of a beta distribution as the outcome of Bernoulli trials are observed. The code provided a single plot of this process, with all the curves overlayed on top of one another. Then John Myles White (co-author of Machine Learning for

What does a generalized linear model do? R supplies a modeling function called glm() that fits generalized linear models (abbreviated as GLMs). A natural question is what does it do and what problem is it solving for you? We work some examples and place generalized linear models in context with other techniques.For predicting a categorical Related posts:

If you haven’t yet discovered the competitive machine learning site kaggle.com, please do so now. I’ll wait. Great – so, you checked it out, fell in love and have made it back. I recently downloaded the data for the getting started competition. It consists of 42000 labelled images (28×28) of hand written digits 0-9. The