Displaying 1 result from an estimated 1 matches for "tp3529445p3529597".
2011 May 17
1
Problem with MLE
Hi there,
I am trying to run the following code:
> dcOU<-function(x,t,x0,theta,log=FALSE){
+ Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t)
+ Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2])
+ dnorm(x,mean=Ex,sd=sqrt(Vx),log=log)
+ }
> OU.lik<-function(theta1,theta2,theta3){
+ n<-length(X)
+ dt<-deltat(X)
+