search for: milstein

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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