Displaying 1 result from an estimated 1 matches for "dataframelist".
2011 May 23
6
Reading Data from mle into excel?
Hi there,
I ran the following code:
vols=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Swaption
vols.csv"
, header=TRUE, sep=",")
X<-ts(vols[,2])
#X
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)
}