Displaying 5 results from an estimated 5 matches for "milstein".
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kirstein
2011 Sep 28
0
Problems using the 'HPloglik' function in the SDE package
...eproduced below for info.
Thanks in advance.
Regards,
Steven
## simulate sample of diffusion process to be estimated
# define drift and diffusion coefficients for SDE
d <- expression(x^(-1) - 1 + x - x^2)
s <- expression(x^1.3)
s.x <- expression(1.3*(x^0.3))
# simulate process using the Milstein approximation
X <-
sde.sim(t0=0,T=100,X0=1,N=1000,drift=d,sigma=s,sigma.x=s.x,method="milstein")
## define the Lamperti transform function
Transform <- function(t,x,theta)
(1/(theta[5]*(theta[6]-1)))*(x^(1-theta[6]))
## define the diffusion function
S <- function(t,x,theta) the...
2007 Mar 26
1
Strange output of netstat -a or is it??
Hello,
When I do a netstat -ap as root, I get the following line in the output:
udp 0 0 0.0.0.0:36489
0.0.0.0:* 31345/named
This means that named is listening on port 36489 udp and for the life of
me, I can not figure out (including googling for it), what it is...
On another host of the exact same versions but different setup, I have
2011 Sep 23
0
Error message when using 'optim' for numerical maximum likelihood
...one please advise what this
error message means, and what I can do to avoid producing this error? I
have supplied an extract of my code below for inspection (note that I am
fairly new to programming so my code is probably not the most
efficient/elegant...).
Thank you in advance,
Steven
# I use a Milstein scheme to generate a simulation of the SDE I am trying to
estimate
Mil.sim <- function(X0,drift,diffusion,diffusion.x,horizon,no.steps)
{
set.seed(123)
X <- rep(NA,no.steps+1) # initialise vector to store sample
X[1] <- X0
shocks <- rnorm(no.steps) # generate...
2007 Feb 12
0
Orinoco mini-pci card not working
Hello All,
I have a Dell C800 laptop which boots and runs wonderfully with
centos 4.4 except for the wireless card.. The card works fine with
other OS'es but not centos..
I have read a ton of postings in various places about conflicts with
orinoco_cs and host_ap, etc etc.. I have tried to add blacklist
entries to /etc/hotplug/blacklist, I have tried changing the alias
in
2007 Feb 18
1
(no subject)
Hello,
I would like to replace one of the disks in a raid 1 array (software
raid) in centos 4.4 for the purpose of saving the removed drive as a
backup of the system. Replace it with a new disk and have the raod
resync. That way the removed disk can be used to restore the system
to that point in time if something dramatic occured.
I have a number of questions, I can?t find the answers