Displaying 4 results from an estimated 4 matches for "rikke".
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ikke
2011 Aug 25
2
Adding a normal density curve over the empirical curve
Hi
I have created the following plot over the empirical returns.. What I now
want to do is to overlay a curve/line with the normal density as a
comparison of the two. Does anyone know how to do this?
(NB the last two lines are the problem, and are wrong, I know).
Thank you in advance!
Rikke
http://r.789695.n4.nabble.com/file/n3768783/S%26P_500_spot_and_return_2010.csv
S%26P_500_spot_and_return_2010.csv
setwd("F:/Data til speciale/")
marketdata <- read.csv(file="S&P 500 spot and return 2010.csv", header=TRUE,
sep=";")
returns <- marketdata[,7]...
2011 Aug 16
2
Calibrating the risk free interest rate using nlminb
...1e-20, is out of range"
#which always gives me the initial value
I have tried to read other relevant R help posts, but nothing I do seems to
work. Is there anyone who can help me with what I am doing wrong?
I have also try summing the difference function, but the same errors occur.
Thanks
Rikke
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2011 Aug 26
3
How to vectorize a function to handle two vectors
...operly. Also, I've tried to
use sapply (which seems totally wrong). However, the function uses k[1] for
t 1 to 4, and thereby returns 16 different values instead of just 4.
Can anyone tell me how to do this - I know the answer is simple, but I dont
understand how
Thank you for your time
Kinds Rikke
#------ Characteristic function of the Heston model -----#
phiHeston <- function(parameters)
{
lambda <- parameters[1];
rho <- parameters[2];
eta <- parameters[3];
theta <- parameters[4];
v0 <- parameters[5];
function(u, t)
{
alpha <- -u*u/2 - 1i*u/2;...
2011 Aug 18
3
Error message: object of type 'closure' is not subsettable
...2)}
> nlminb(start=list(kappa, rho, eta, theta, v0), objective = y, lower =lb,
> upper =ub)
Error in dots[[1L]][[1L]] : object of type 'closure' is not subsettable
And I don't know what this mean and what I am doing wrong. Can anyone help
me?
Here is my code and data set.
Best
Rikke
http://r.789695.n4.nabble.com/file/n3752886/S%26P_500_calls%2C_jan-jun_2010.csv
S%26P_500_calls%2C_jan-jun_2010.csv
marketdata <- read.csv(file="S&P 500 calls, jan-jun 2010.csv", header=TRUE,
sep=";")
spot <- read.csv(file="S&P 500 spot and return 2010.csv&...