search for: userfunctions

Displaying 2 results from an estimated 2 matches for "userfunctions".

Did you mean: use_function
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