search for: muj

...n reverting process with jumps given by: dp=k(mu-p)dt+sigma*dz+Jdq where dp represents change in log of price, k is reversion factor, mu is long run level of price, sigma is standard deviation, and dq equals one with probability lambda if jump occurs and 1-lambda otherwise. J is jump size with mean muj and standard deviation delta. Therefore, when there is no jump, mean of the distribution is just expected value of mean reverting process which in this case is E(p(t))=b0+b1*p(t-1) because it can be written as AR(1) with standard deviation equal to sigma. When jump occurs, mean is equal to b0+b1*p(...

Dear R-help subscribers Would you tell me how to apply SSfpl with binary data as below? Unfortunately, there is not the EXAMPLE in help(SSfpl) for binary data but for quantitative data(Chick). V1: dose V2: log-transformed dose V3: response (rate) V1 V2 V3 1 0.775 -0.2548922 0.1666667 2 5.000 1.6094379 0.8148148 3 10.000 2.3025851 0.5000000 4 20.000 2.9957323

Dear R-lists I have just upgraded the version 1.5.1 from 1.4.1 in my laptop PC, because, I have to prepare graphs by using the grid and lattice packages. I tried it with 1.4.1, but I could not it. After upgrade to 1.5.1, I have finished it. Next, I tried to modify some graphs with as follows: # # setting color for graph # library(grid) library(lattice) background <- trellis.par.get()

Dear R-users I would like to apply classification and regression tree(CART) to the following data. I have some question on using 'tree' package. The data contains one response variable Y and five explanatory variables. The explanatory variable "x2" is categorical and not ordinal. But, the result obtained after running following R code has indicated that x2 is regard as

...rom a closed-source operating system is tricky to document, since older versions are not always available. __________________________________________________________________ -----BEGIN PGP SIGNATURE----- Version: GnuPG v2 iQGgBAEBCgAGBQJYKQ55AAoJECjZpvNk63US3l0MHAo0nou6EhBtZvJK2+9f81RF MUJ/ILEg/nX5JHnhKKdTOaH+SJW4D6OD8L5EjxaC9uv1/IQvE3skl5XoVKwsnaB0 tKET1E6aclCx7kC2LnSkj43IOgmjXJfWOd+ynEsbe4cYAZRm27cBQiHw4X/gDL7X qslMbxVtLxGOJ3nfXPtMQjk57OGN1ltQG9fOK6WbSfv8aaGnQRjp8tWYkyJ/rOhh bo0N+/brsWvAgigkhlV/OR3GQk5Laf6U2CS2gpwWZQrRBG9R/+Zwv2/y9uQv3vE4 qvuwYqLpRrNiv+Q5+DCVKd3N06gCXoDa444kYl5QxRm...

...rom a closed-source operating system is tricky to document, since older versions are not always available. __________________________________________________________________ -----BEGIN PGP SIGNATURE----- Version: GnuPG v2 iQGgBAEBCgAGBQJYKQ55AAoJECjZpvNk63US3l0MHAo0nou6EhBtZvJK2+9f81RF MUJ/ILEg/nX5JHnhKKdTOaH+SJW4D6OD8L5EjxaC9uv1/IQvE3skl5XoVKwsnaB0 tKET1E6aclCx7kC2LnSkj43IOgmjXJfWOd+ynEsbe4cYAZRm27cBQiHw4X/gDL7X qslMbxVtLxGOJ3nfXPtMQjk57OGN1ltQG9fOK6WbSfv8aaGnQRjp8tWYkyJ/rOhh bo0N+/brsWvAgigkhlV/OR3GQk5Laf6U2CS2gpwWZQrRBG9R/+Zwv2/y9uQv3vE4 qvuwYqLpRrNiv+Q5+DCVKd3N06gCXoDa444kYl5QxRm...

Hello list. I'm trying to rebuild the 2.6.9.67.0.20.EL kernel, but it fails even without modifications. How did I try it? Created a (non-root) build environment (not a mock ) Installed the kernel.scr.rpm and did a rpmbuild -ba --target=`uname -m` kernel-2.6.spec 2> prep-err.log | tee prep-out.log The build failed at the end: Processing files: kernel-xenU-devel-2.6.9-67.0.20.EL Checking