Displaying 3 results from an estimated 3 matches for "napm".
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apm
2013 Feb 13
1
An extended Hodgkin-Huxley model that doesn't want to work.
...(13000/Ca2+)
(6)
d[Ca_2+]/dt = (F*I_Ca - [Ca2+] + C0)/Tau_Ca
tau_m, tau_h, m_inf and h_inf are all calculated according to formulae
provided in a paper. In my code these are calculated for the different
channels into the following variables:
CaTminf, CaThinf, CaTtaum, CaTtauh, CaSminf, CaStaum, Napminf, Naphinf,
taumna, tauhna, hminf, htaum, Kminf and Ktaum
The E (reversal potential) values for all the channels are given, except
for CaT and CaS which uses Eca as calculated in (5).
Current for Ca is calculated by summing the CaT and CaS currents, hence
CaI = gCaT*CaTm^3*CaTh*(v-Eca(v)) + gCaS...
2012 Jul 07
1
Getting objects from quantmod ticker list
...se to start from here:
*require(quantmod)
ticker.list <- c('AAA', 'ALTSALES', 'AMBNS', 'AMBSL', 'BAA', 'EMRATIO',
'FEDFUNDS', 'GASPRICE', 'GS1', 'GS10', 'GS20', 'LNS14100000', 'MORTG',
'NAPM', 'NPPTTL', 'OILPRICE', 'PAYEMS', 'TB3MS', 'UNRATE')
series <- getSymbols(ticker.list, src= 'FRED')*
May you tell me how could I put each time series into a matrix or a data
frame keeping the dates' alignment?
Thank you
--
View this me...
2011 Aug 26
0
out of sample predictions using a probit model
...ally
recession.probModel <- glm(formula =
window(lag(recession.TS,k=12),start=c(1986,2)) ~
window(FEDFUNDS.TS,start=c(1986,2),end=c(2010,7))
+ window(sp500Ret.TS,end=c(2010,7))+
window(CurveSlope.TS,start=c(1986,2),end=c(2010,7))
+ window(CreditSpread.TS,start=c(1986,2),end=c(2010,7)) +
window(NAPM.TS,start=c(1986,2),end=c(2010,7))
+ window(MCOILWTI.TS,start=c(1986,2),end=c(2010,7))
, family=binomial(link="probit"))
predict(recession.probModel,window(full.TS,start=c(2010,8)),
type="response")
The GLM model works fine, but the predict function throws the following
error:...