Displaying 2 results from an estimated 2 matches for "userfunct".
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userfunc
2011 Sep 09
3
Reliability metric
Hi,
Below is the code I write,
I am trying to create a metric of h and t while the values is out of function R.
First I have message warning
Second, the metric is not created
> h <- seq(0.1, 0.9, by=0.1)
> t <- seq(0,11000, by=100)
> z <- cbind(t)
> eta=10000
> beta=2
> R <- array (1:1100, dim= c(110,10))
> R= exp(-(z/eta*(1-h))^(beta*(1-h)))
Warning messages:
1:
2010 Jan 04
2
MLE optimization
Folks,
I'm kind of newbie in R, but with some background in Matlab and VBA
programming. Last month I was implementing a Maximum Likelihood Estimation
in Matlab, but the algorithms didn't converge. So my academic advisor
suggested using R. My problem is: estimate a mean reverting jump diffusion
parameters. I've succeeded in deriving the likelihood function (which looks
like a gaussian