[R-sig-finance] RV: please ...i need help...

Spencer Graves spencer.graves at pdf.com
Sat Dec 10 17:56:14 CET 2005

	  Just now, RSiteSearch("GARCH") produced for me 258 hits.  The first 
was a function 'garch' in the 'tseries' package.  At least 9 of the 
first 10 might be useful for you.  Similarly, 'help.search("GARCH")' 
identified capabilities already installed in local copy of R in packages 
  base, cluster, fCalendar, fOptions, fSeries, lattice, MASS, methods, 
stats, tcktk, tseries, and utils.  Some of these may not help you, but 
if you haven't already, I believe you will want to study fCalendar, 
fOptions, and fSeries and Rmetrics (www.rmetrics.org) of which these are 
part.  Rmetrics looks like an open source alternative to Finmetrics. 
I'm told that Finmetrics contains things that Rmetrics does not. 
However, Rmetrics looks like it will get much of what you want. 
Similarly, RSiteSearch("value at risk") produced for me 195 hits, the 
first of which looked like it would interest you.

	  This should help you take the next few steps in your project.  If you 
later would like more help from this listserve, I encourage you to 
PLEASE do read the posting guide! 
"www.R-project.org/posting-guide.html".  I believe it can (a) help you 
find answers that might not come to you without it, and (b) increase 
your chances of receiving a quicker, more useful reply.

	  Buena suerte,
	  spencer graves
Ricardo Zambrano Aguilera wrote:

>>-----Mensaje original-----
>>De:	Ricardo Zambrano Aguilera 
>>Enviado el:	lunes, 05 de diciembre de 2005 17:06
>>Para:	'r-sig-finance at stat.math.ethz.ch'
>>Asunto:	please ...i need help...
>>hello everyone my name is ricardo and i leave in santiago ,Chile i´m 23 years old, 
and i´m close to graduated from engineering with mention in stats
>>my problem follows me every time.
>>to graduated i must to do a paper work based in modelling the change type, 
between different coins. specially dollar - peso ,trought GARCH models, 
i need to create to my bank (the place where i´m doing my thesis), a 
system to
calculate the Var (value at risk), but i have problems to calculate the 
var in
a portfolio standar (just like a regular client of the bank) .   i don´t 
call me a oldie fashion , but i like to work in R, actually  i´m doing 
my job
with the package tseries...
>>BUT i did hear, that the splus 7.0 has a super module called finmetrics...  
  but i understand that R has a similar module the r-sig-finance it´s 
true this????????
>>if is true  i would like to have it , can you help me??
>>por favor , le habla un studiante de un pais tercer mundista, en donde el banco no puede comprar la licencia de splus
> _______________________________________________
> R-sig-finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance

Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves at pdf.com
www.pdf.com <http://www.pdf.com>
Tel:  408-938-4420
Fax: 408-280-7915

More information about the R-sig-finance mailing list