Displaying 10 results from an estimated 10 matches for "yhsu6".
2009 Jul 17
6
Solving two nonlinear equations with two knowns
Dear R users,
I have two nonlinear equations, f1(x1,x2)=0 and f2(x1,x2)=0. I try to use optim command by minimize f1^2+f2^2 to find x1 and x2. I found the optimal solution changes when I change initial values. How to solve this?
BTW, I also try to use grid searching. But I have no information on ranges of x1 and x2, respectively.
Any suggestion to solve this question?
Thanks,
Kate
2009 Oct 26
0
MLE for noncentral t distribution
...sounds like what you want, since you said the "sample
> mean = 0.23, s = 4.04, etc. A noncentral t has an additional
> "noncenrality parameter".
>
> Hope this helps.
> Spencer
>
> Martin Maechler wrote:
> >>>>>> "k" == kate <yhsu6 at uiuc.edu>
> >>>>>> on Thu, 8 May 2008 10:45:04 -0500 writes:
> >>>>>>
> >
> > k> In my data, sample mean =-0.3 and the histogram looks like t
> distribution;
> > k> therefore, I thought non-central t distributio...
2008 Mar 28
1
Question about legend
My original legend is
matplot(c,cbind(ES5,ES75,chisq,t),type ='l', col=c("brown","red","blue","black"),ylab='power')
legend(5,0.7,paste(c("0.5th ES test","0.75th ES test", "Chi-square test", "t test")),col=c("brown","red","blue","black"),lty=1:4,cex=1)
I would
2008 Mar 30
1
Plot for jump point
Hi,
My code is as the following,
ratio<-seq(0,1,by=0.01)
payoff<-NULL
for (i in 1:length(ratio) )
{
payoff1<-100*(ratio[i]>=0.7)+max(100*(1+(ratio[i]-1)*2),0)*(ratio[i]<0.7)
payoff<-c(payoff,payoff1)
}
plot(ratio,payoff, xlab='ST/S0', ylab='Payoff',type='l')
I have the discontinuous point at ratio=0.7. I do not want to have the line at 0.7, and would
2010 Mar 12
2
Question regarding to maxNR
Hi R-users,
Recently, I use maxNR function to find maximizer. I have error appears as follows
Error in maxNRCompute(fn = fn, grad = grad, hess = hess, start = start, :
NA in the initial gradient
My code is
mu=2
s=1
n=300
library(maxLik)
set.seed(1004)
x<-rcauchy(n,mu,s)
loglik<-function(mu)
{
log(prod(dcauchy(x,mu,s)))
}
maxNR(loglik,start=median(x))$estimate
Does anyone know how
2008 Mar 31
1
Find the index for min of a matrix
Hi,
My example is as the following,
W<-matrix(c(2,4,2,8,1,3),ncol=3)
which(W==min(W))
I would like to find the index for min of the matrix W, i.e. (1, 3) instead of 5 as the output. What command could I use?
Thanks,
Kate
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2008 Mar 31
1
3d plot
Hi,
I would like to have 3d plot, and I found that there is a command "scatterplot3d". x is V, y=sigmaV, and z=TSE (note: After some calculation, I update TSE). How could I do to have 3d plot I want?
V<-seq(1279,1280,,100)
sigmaV<-seq(0.28,0.29,,100)
TSE<-matrix(0, length(V),length(sigmaV))
ps: TSE[i,j] corresponds to V[i] and sigmaV[j].
Thanks,
Kate
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2008 Jun 05
1
Smooth Spline
Hi,
I have three original curves as follows,
n<-seq(20,200,by=10)
t<-c(0.1138, 0.1639, 0.2051, 0.2473, 0.2890, 0.3304, 0.3827, 0.4075, 0.4618, 0.4944,
0.5209, 0.5562, 0.5935, 0.6197, 0.6523, 0.6771, 0.6984, 0.7209, 0.7453)
es<-c(0.3682, 0.4268, 0.5585, 0.6095, 0.7023, 0.7534, 0.8225, 0.8471, 0.8964, 0.9098, 0.9371, 0.9514, 0.9685, 0.9747, 0.9812, 0.9859, 0.9905, 0.9923, 0.9940)
2008 Aug 11
1
variance covariance matrix of parameter estimate using nlrq
In "lm" command, we can use "vcov" option to get variance-covariance matrix. Does anyone know how to get variance-covariance matrix in nlrq?
Thanks,
Kate
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2008 May 08
3
MLE for noncentral t distribution
I have a data with 236 observations. After plotting the histogram, I found that it looks like non-central t distribution. I would like to get MLE for mu and df.
I found an example to find MLE for gamma distribution from "fitting distributions with R":
library(stats4) ## loading package stats4
ll<-function(lambda,alfa) {n<-200
x<-x.gam