| #------------------------------------------------------------- |
| # |
| # Licensed to the Apache Software Foundation (ASF) under one |
| # or more contributor license agreements. See the NOTICE file |
| # distributed with this work for additional information |
| # regarding copyright ownership. The ASF licenses this file |
| # to you under the Apache License, Version 2.0 (the |
| # "License"); you may not use this file except in compliance |
| # with the License. You may obtain a copy of the License at |
| # |
| # http://www.apache.org/licenses/LICENSE-2.0 |
| # |
| # Unless required by applicable law or agreed to in writing, |
| # software distributed under the License is distributed on an |
| # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY |
| # KIND, either express or implied. See the License for the |
| # specific language governing permissions and limitations |
| # under the License. |
| # |
| #------------------------------------------------------------- |
| |
| |
| args = commandArgs(TRUE) |
| |
| library("tseries") |
| library(Matrix) |
| |
| X = readMM(args[1]) |
| |
| n = nrow(X) |
| model = garch(as.matrix(X)) |
| mean_residual_error = mean(residuals(model)[2:n]) # first is NA, drop this value |
| |
| writeMM(as(mean_residual_error, "CsparseMatrix"), args[2]) |
