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2011 Sep 28
0
Problems using the 'HPloglik' function in the SDE package
Hello all, I am trying to produce the closed-form Ait-Sahalia approximation to the log-likelihood function of a diffusion process but the function arguments I am passing to the function result in NaN being returned. I've checked the 'Transform','S' and 'M' functions and the problem doesn't seem to be with these. Does anyone hav...