similar to: Re MLE Issues

Hi, I have been using maxLik to do some MLE of Geometric Brownian Motion Process and everything has been going fine, but know I have tried to do it with jumps. I have create a vector of jumps and then added this into my log-likelihood equation, know I am getting a message: NA in the initial gradient My codes is hear # n<-length(combinedlr) j<-c(1,2,3,4,5,6,7,8,9,10)

I am trying to it a particular nonlinear model common in Soil Science to moisture release data from soil. I have written the function as shown below according to the logist example in Ch8 of Pinheiro & Bates. I am getting the following error (R version 2.1.1) *Error in qr(attr(rhs, "gradient")) : NA/NaN/Inf in foreign function call (arg 1)* Below is the function and data. /#

+ > p2<-function(r){ + gama=0 + for(i in 1:1000){ + c=caminho[[4]] + for(i in 1:caminho[[3]]+1) { + c=c+caminho[[i+3]]*((r[i])^(i-1)) + d=(abs(c))*exp(-(x^2/2))} + gama=gama + ( d/(h(r[i])) ) } + return(gama)} > e3<-p2(r) OBS: r is a rnorm(1000,0,1) > caminho theta_chapeu f_estrela k a0 a1 a2 a3 1 3.2 1.2 3 2 1 4 5 > question i wanted gama to be

I have a set of data for US t-bill returns and US stock returns frm 1980-2012. I am trying to bootstrap the data and obtain the minimum variance portfolio and repeat this portfolio 1000 times. However I am unable to get the correct code function for the minimum variance portfolio. When I tried to enter Opt(OriData+1, 1, 5, 0), I get "error:subscript out of bounds" Please help!

Hi,all: I met a problem of nls. My data: x y 60 0.8 80 6.5 100 20.5 120 45.9 I want to fit exp curve of data. My code: > nls(y ~ exp(a + b*x)+d,start=list(a=0,b=0,d=1)) Error in nlsModel(formula, mf, start, wts) : singular gradient matrix at initial parameter estimates I can't find out the reason for the error. Any suggesions are welcome. Many thanks. [[alternative HTML

Hi all, I am a bit mystified by this error message that I get when I try to apply lmer() to a simple dataset with one between factor (age) and one within factor (item): "$ operator is invalid for atomic vectors" I'll just provide the code, because I don't see where the problem is: library(lme4) options(contrasts=c("contr.helmert","contr.poly")) data =

Hi All; Already in the voicemail.conf file, I added the extension 500 and kindly find below my voicemail configuration: [Internal] 0 => 1234,Gama Operator,Operator at gama.com 500 => 1234,Operator,Operator at gama.com 501 => 1234,Employer Name,employer_email at gama.com 502 => 1234,Employer Name,employer_email at gama.com Asterisk version is 1.8 and currently I am getting this

Hy, can anyone recognize that pixel noise in the playbackfile recorder file: http://www.megafileupload.com/en/file/135429/FMODTestRecording-wav.html playback file: http://www.megafileupload.com/en/file/135431/FMODTestPlayback-wav.html i have no idea what that is anymore. i try everything i know, from changing the way of copying data to different encode/decode algorithms the recorded file is

Dear; In the extensions. conf, I have the following: exten => s-NOANSWER,1,Voicemail(u${MACRO_EXTEN}@Internal) So, I am writing the arguements of the Voicemail ( ) wrong? Regards Bilal > > Dear; > > > > Where I can find a new documentation for Asterisk > 1.8? > > > > Where is the wrong in that line? I see it is as 1.8 > version ! > > > >

Hy, I'm totaly out of ideas now. here are links to the code I use. codec.cpp http://barvanjekode.gama.us/temp/1078354945.html codec.h http://barvanjekode.gama.us/temp/135707080.html Variables I use are: int samplerate 32000 uint quality 10 uint complexity = 2 I get that wierd noise after I use speex encoder/decoder. It's like there where empty spaces between each encoded

Dear all I am so glad the R can provide the efficient calculate about eigenvector and eigenvalue. However, i have some puzzle about the procedure of eigen. Fristly, what kind of procedue does the R utilize such that the eigen are obtained? For example, A=matrix(c(1,2,4,3),2,2) we can define the eigenvalue lamda, such as det | 1-lamda 4 | =0 | 2 3-lamda | then

Hi list, I have a group of data. It looks like they follow a exponential distribution. In R, how can I esimate lamda, that is the rate in pexp, of the distribution and can I use Kolmogorov-Smirnov for hypothesis testing in such a situation? I have read the "8.2 Examing the distribution of a set of data" of "An Introduction to R" but I did not find any clues on this issue.

hy, recording and playback is working perfectly without speex. i have try to set samplerat from 6000 to 441000 and quality from 1 to 10 sam with complexy, but the best i can get is with 16000 samplerate, 5quality and 3complexy .. but still, the voice that came out is annoying, artificial, robot ,... Lp, Tim +--------------------------+ | email: rico at gama.us | | www: http://gama.us

hy, recording and playback without speex is working perfectly Lp, Tim +--------------------------+ | email: rico at gama.us | | www: http://gama.us | |--------------------------| | tel: 00386 31 457 627 | +--------------------------+ 2009/9/2 Tim Rijavec <rico at gama.us> > hy, > > here is my speex encoder/decoder .. the sampleRate i use is 16000 and >

Dear All, In Storey's estimator of the proportion of true nulls, the estimator depends on the tuning parameter lamda. Suppose now that an estimator of this proportion has been obtained by the qvalue package, what is the lamda that corresponds to the estimate? How to get this lamda? Thanks, -Chee [[alternative HTML version deleted]]

Hello guys.I am working on implementing the PL2 weighting scheme of the DFR framework by Gianni Amati. It uses the Poisson approximation of the Binomial as the probabilistic model (P), the Laplace law of succession to calculate the after effect of sampling or the risk gain (L) and within document frequency normalization H2(2) (as proposed by Amati in his PHD thesis). The formula for w(t,d) in

Hi I?m trying to fit a nonlinear model to a derivative of the logistic function y = a/(1+exp((b-x)/c)) (this is the parametrization for the SSlogis function with nls) The derivative calculated with D function is: > logis<- expression(a/(1+exp((b-x)/c))) > D(logis, "x") a * (exp((b - x)/c) * (1/c))/(1 + exp((b - x)/c))^2 So I enter this expression in the nls function:

Hello. Here is my R code. I used the functional data . Now I need to use the functional data by applying the kernels instead of the xi, yi functions. Bonjour. Voici mon code en R . J'ai utiliser les donn?es fonctionnelles . Maintenant j'ai besoin d'utiliser les donn?es fonctionnelles en appliquant les noyaux ? la place des fontions xi, yi library(MASS)

Hm. Google tells me that kernel function is in stats package which comes with base installation and is invoked when you start R. search() [1] ".GlobalEnv" "package:stats" "package:graphics" [4] "package:grDevices" "package:utils" "package:datasets" [7] "package:methods" "Autoloads"

Good evening dear administrators, It is with pleasure that I am writing to you to ask for help to finalize my R programming algorithm. Indeed, I attach this note to my code which deals with a case of independence test statistic . My request is to introduce the kernels using the functional data for this same code that I am sending you. So I list the lines for which we need to introduce the