(This article was first published on QuantTraderQuantTrader » R, and kindly contributed to R-bloggers)
I was a bit frustrated when I read Aris's comment to this post about speed of his calculations in Matlab. So I changed the time span of my dataset to 5 years and repeated the whole code. It was VERY disappointing to get the results after more than 5 hours! That's really REALLY bad! I [...]
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Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).