Displaying 3 results from an estimated 3 matches for "logp1".
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log1
2010 Oct 07
1
R - Confidence Intervals
...;d',provider="yahoo", retclass="zoo")
names(IBM)
I have defined the parameters as follows:
Pt=IBM$Adj.Close
r=diff(log(Pt))
l=length(Pt)
mu=mean(r)
t=2:l
Given the formula for confidence intervals E(logPt)=logP0+μ*t
+1.96*sqrt(t)*s^2, I tried to define a formula in R:
logP1=numeric()
> logP1[1]=log(Pt[1])
> logP1[2:l]=logP1[1]+cumsum(logP1+mu*t+c(-1.96,1.96)*sqrt(t)*sd(Pt))
> P1=exp(logP1)
However, although I don't receive an error message, I cannot show the
result!
Many thanks in advance for your assistance with this!
Yours sincerely
Christian...
2004 Jun 27
1
cross-compiling + expm1
...undef'ed it is then #define'd as 1, meaning that the line where expm1
is declared automatically not included. I had similar problems with
logpq, but after changing Rmath.h cross-compiling was straightforward.
My question is: is this a "bug" in Rmath.h with respect to expm1 and
logp1? If so, how would you cross-compile, or even compile, if you
don't have expm1 or logp1?
Thanks,
Jonathan Taylor
2010 Oct 03
2
sampling from normal distribution
Hello
If i want to resampl from the tails of normal distribution , are these commans equivelant??
upper tail:qnorm(runif(n,pnorm(b),1)) if b is an upper tail boundary
or
upper tail:qnorm((1-p)+p(runif(n)) if p is the probability of each interval (the observatins are divided to intervals)
Regards
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