R_codes

说明：  garch copula 带论文和code例句(garch copula with paper and code)

copula R语言，编程学习。享受copula学习的乐趣。R语言编程，copula代码(R copula)

说明：  PSTR模型，解决面板数据的非线性关系问题，适合初学者使用(PSTR model, which solves the problem of non-linear relationship of panel data, is suitable for beginners to use.)

说明：  代码详细解释了bagging方法的运用，以及包含了详细的bagging代码(The code explains the application of bagging method in detail, and contains detailed bagging code.)

说明：  该书是一本较好的R语言编程书籍，从认识到实战，手把手教你如何使用R语言进行数据分析、挖掘、画图等等。(This book is a good R language programming book, from understanding to actual combat, teach you how to use R language data analysis, mining, drawing and so on.)

主要是利用r语言做简单线性回归，一元线性回归(use r language to solve simple ols)

说明：  R语言对数据进行Garch-M-Copula建模并利用EM算法估计相应的参数(Garch-m-copula is used to model the data in R language and EM algorithm is used to estimate the corresponding parameters)

关于时间序列分析的一些比较简单的例子，有注释。使用R语言编写。(Some examples of time series in R)

说明：  《时间序列分析及应用：R语言，潘红宇》书籍分享(Time Series Analysis and Application: R Language, Pan Hongyu)

计算CVAR 条件下的最有权重，主要针对股票收益率进行分析(compute the optimal weight under CVAR condition)