Displaying 1 result from an estimated 1 matches for "combinedlrph1".
2009 Apr 10
1
Re MLE Issues
Hi
I have been having issue with a ML estimator for Jump diffusion process but
know I am get little error I didn't notice before like I am try to create a
vector
> #GBMPJ MLE Combined Ph 1 LR
> #
> n<-length(combinedlrph1)
> j<-c(1,2,3,4,5,6,7,8,9,10)
Error in c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10) :
unused argument(s) (3, 4, 5, 6, 7, 8, 9, 10)
> gbmploglik<-function(param){
+ mu<-param[1]
+ sigma<-param[2]
+ lamda<-param[3]
+ nu<-param[4]
+ gama<-param[5]
+ logLikVal<- - n*lamda - .5*n*lo...