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can i have some instruction on how to draw this type of plot in R : http://sitmo.com/doc/Image:Ll_ou_conpron.png#filelinks ? Regards, Send instant messages to your online friends http://uk.messenger.yahoo.com [[alternative HTML version deleted]]

Dear friends i am trying to fit an Ornstein-Uhlenbeck process by MAXIMUM LIKELYHOOD method. i found these formulas on http://www.sitmo.com/article/calibrating-the-ornstein-uhlenbeck-model/ this is the mean-reverting process http://r.789695.n4.nabble.com/file/n4637271/process.txt process.txt and this is the script that i am using....... ouFit.ML=function(spread) { n=length(spread) delta=n/n Sx=sum(spread[1:n-1]) Sy=...

I need to create artificial datasets with specific correlation coefficients (i.e. a dataset that returns r = 0.30, etc.) as examples for a lab I am teaching this summer. Is there a way to do that in R? Thanks. Jim Milks Graduate Student Environmental Sciences Ph.D. Program 136 Biological Sciences Wright State University 3640 Colonel Glenn Hwy Dayton, OH 45435 [[alternative HTML version

...dom variables from different > >> distributions > >> > >> I need to generate a set of correlated random variables for a Monte > >> Carlo simulation. ? The solutions I have found > >> (http://www.stat.uiuc.edu/stat428/cndata.html, > >> http://www.sitmo.com/doc/Generating_Correlated_Random_Numbers), > using > >> Cholesky Decomposition, seem to work only if the variables come from > >> the same distribution with the same parameters. ?My situation is > that > >> each variable may be described by a different distribut...