similar to: [R-SIG-Finance] Bayesian estimation of jump-diffusion processes andself-exciting counting processes

Dear R Users, Does anyone know of a package which can generate random realisations of a double-exponential jump diffusion process with a drift ? Something where I can specify the likelihoods of an up or a down jump, the drift rate, and the mean size, and get back a vector of realisation of the process (for purposes of a Monte-Carlo). Kind regards, Tolga

Bonjour, j'ai l'honneur de vous informer que je postule ? la liste de diffusion pour des fins utiles de cette formation "MOOC". Salutations ? toute l'?quipe d'encadrement. Cordialement. -- *DOUMBOUYA Moussa* *Epid?miologiste bio statisticien* ************************** Certifi? en FETP premi?re ligne en Guin?e *Chef de section pr?vention et lutte contre la maladie*

Hello veryone, I am interested in the diffusion of particles inside a sphere, and its release through a small pore on the sphere surface. Unfortunately, I have not found the way to do this in R. Could you help me? Thank very much in advance for your help

I just got a Diffusion notification about a change of mine being reverted by Fangrui, but I'm not sure that's actually what happened and am confused and concerned. My commit was "[DebugInfo] Allow spill slots in call site parameter descriptions", and it appears in the history under two hashes: 1ee84e and 67c416. The first commit contains the actual change. The second touches

Hello I administrate a samba server with two network cards. This server is visible and serve his shares succesfully on two differents subnets. Ports 137,138 & 139 (both tcp & upd) are filtered between those two subnets by cisco switches. The problem is that all my computers on the first subnet are visible from the second subnet in the network neigbourhood. Only their names are

This was in the email I got for r314024 before things went dark: STDERR svn: E000028: Can't write to file '/tmp/svn-Hgr6yM': No space left on device On Sat, Sep 23, 2017 at 3:59 AM, Nemanja Ivanovic via llvm-dev < llvm-dev at lists.llvm.org> wrote: > Revision https://reviews.llvm.org/rL314025 works. > Revision https://reviews.llvm.org/rL314026 does not (404 Not

Revision https://reviews.llvm.org/rL314025 works. Revision https://reviews.llvm.org/rL314026 does not (404 Not Found). At the time of this mailing, the top of trunk is at 314060. Is this some kind of known problem with Phabricator recently? -------------- next part -------------- An HTML attachment was scrubbed... URL:

~3 hours ago, I got a big pile of emails from Phab that I had been expecting over the last 3 days, so I think that means it's working now. :) On Mon, Sep 25, 2017 at 9:32 AM, Reid Kleckner <rnk at google.com> wrote: > Looks fixed now? Something is leaking files in /tmp on the VM, leading to > mysql disk full errors. I deleted files in /tmp, but of course this is a > temporary

Looks fixed now? Something is leaking files in /tmp on the VM, leading to mysql disk full errors. I deleted files in /tmp, but of course this is a temporary fix. Eventually it will fill up again. =/ On Sat, Sep 23, 2017 at 7:18 AM, Sanjay Patel via llvm-dev < llvm-dev at lists.llvm.org> wrote: > This was in the email I got for r314024 before things went dark: > > STDERR > svn:

Hi- I am trying to find a way to diffuse GIS data on a European map. I have a dataset consisting of particular locations scattered across Europe, along with magnitude and value information. I can plot these as discrete points with something like the following: "geocode" is a dataframe with four columns: LAT; LONG; MAGNITUDE;VALUE. library(maps) library(mapdata)

Hello All, I am trying to estimate the parameters of a stochastic differential equation (SDE) using quasi-maximum likelihood methods but I am having trouble with the 'optim' function that I am using to optimise the log-likelihood function. After simulating the SDE I generated samples of the simulated data of varying size (I want to see what effect adding more observations has on the

Hello everyone, I am trying to solve 2D differential equations using finite difference scheme in R. I have been able to work with the equations with only one spatial dimensions but I want to extend it to the two dimensional problem. For example i can simulate one dimensional diffusion using a code like the following. But I want to write a similar code for,say, a two dimensional diffusion

Hello all, I am trying to produce the closed-form Ait-Sahalia approximation to the log-likelihood function of a diffusion process but the function arguments I am passing to the function result in NaN being returned. I've checked the 'Transform','S' and 'M' functions and the problem doesn't seem to be with these. Does anyone have any ideas why this isn't working?

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 dti is a new contributed package for R, that implements functions for smoothing Diffusion-weighted MR data with structural adaptive smoothing methods. Version 0.5-2 contains functions for smoothing DW data in the context of the Diffusion Tensor Model and for visualization of Diffusion Tensor Data and anisotropy maps derived thereof. The tensor

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 dti is a new contributed package for R, that implements functions for smoothing Diffusion-weighted MR data with structural adaptive smoothing methods. Version 0.5-2 contains functions for smoothing DW data in the context of the Diffusion Tensor Model and for visualization of Diffusion Tensor Data and anisotropy maps derived thereof. The tensor

Hello R lovers I have written a little cute function to count the number of missing value per row in a matrix and return the percentage of missing value it takes a lot of time to run with a 1000 rows matrix I'd like to know if there is a function already implemented to count the number of occurence of a given values in a vector For information, here is the function count<-0 for (i in

It seems like this has already been set up for all the projects except for libunwind. Can we create a Differential repository for it as well? I'll be happy to update its .arcconfig once that's done. On Mon, Nov 27, 2017 at 9:02 AM Ben Hamilton via llvm-dev < llvm-dev at lists.llvm.org> wrote: > Forgot to mention: > > > > Also, how would arcanist pick up two callsigns

On Mon, May 16, 2016 at 6:07 PM, Quentin Colombet via llvm-dev <llvm-dev at lists.llvm.org> wrote: > Let me summarize the current status of the discussion to check and propose a > path forward. > > * Summary * > > Basically, the high-level status is: > 1. Commits should state when they are fixes. > 2. Bugs should be tracked in a PR. > > None of these is a hard

Hi all Two questions: - I would like to learn more on oriented object programming with R. Is there any tutorial for that? - Without waking up a troll, I am not very familiar with diffusion list, I am more use to forum. On a diffusion list, how can I check if someone already asks a question? I mean, I went on CRAN-R website, I find the R mailing list archive. But is there a way to search

Forgot to mention: > Also, how would arcanist pick up two callsigns here? Wouldn't it just pick the from the closest surrounding .arcconfig? The review request will belong to a single repository, as you noticed (from the closest .arcconfig to where the arc command was invoked). However, when commits land, they will be imported under either one (rL for LLVM diffs) or two (rL + rC for e.g.