similar to: Problems using the 'HPloglik' function in the SDE package

Hi All, I'm trying to estimate some parameters in my model via GMM using the function gmm(), but I keep getting the message "The covariance matrix of the coefficients is singular". I've changed the moment conditions and the initial value of the parameters, and I still get this message. Are the results valid after receiving this message? Any ideas on how to get rid of it?

Hello All, I am trying to estimate the parameters of a stochastic differential equation (SDE) using quasi-maximum likelihood methods but I am having trouble with the 'optim' function that I am using to optimise the log-likelihood function. After simulating the SDE I generated samples of the simulated data of varying size (I want to see what effect adding more observations has on the

I get the following error: Error in backSpline.npolySpline(sp) : spline must be monotone Has anyone had this error before? any ideas on a workaround? > > vols=read.csv(file="C:/Documents and Settings/Hugh/My > Documents/PhD/Swaption vols.csv" + , header=TRUE, sep=",") > X<-ts(vols[,2]) > #X > > > dcOU<-function(x,t,x0,theta,log=FALSE){ +

Hi there, I am trying to run the following code: > dcOU<-function(x,t,x0,theta,log=FALSE){ + Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t) + Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2]) + dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) + } > OU.lik<-function(theta1,theta2,theta3){ + n<-length(X) + dt<-deltat(X) +

Hi there, I ran the following code: vols=read.csv(file="C:/Documents and Settings/Hugh/My Documents/PhD/Swaption vols.csv" , header=TRUE, sep=",") X<-ts(vols[,2]) #X dcOU<-function(x,t,x0,theta,log=FALSE){ Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t) Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2]) dnorm(x,mean=Ex,sd=sqrt(Vx),log=log) }

greetings one and all. when attempting to install centos 6.8 to an i386 mid tower, during setup of hard disk partitions, selection is for /dev/sde. if continued, after reboot, error is displayed after 'welcome to centos'. lines read: Checking filesystem fsck.ext4: no such file or directory while trying to open /dev/sda3 /dev/sda3: The superblock could not be read or does not describe a

HI, I have a scenario where a filesystem i.e /fs13/m6.uecommon.1/wmt8/utils is residing on a fileserver i.e. fs13. Contents of this filesystem are as follows: # ls -l /fs13/m6.uecommon.1/wmt8/utils lrwxrwxrwx ........ include-> /fs12/m6.uecommon.1/utils/include lrwxrwxrwx ........ tool_utils-> /fs12/m6.uecommon.1/utils/tool_utils The filesystems being pointed to i.e

I know that this is a really noob question, but I really need copies of the Vorbis, Ogg, and Theora libraries compiled for the latest version of minGW on windows. If someone could let me know of a link, or even send me copies of these libraries, I would really appreciate it. I know I could try to compile them myself, but I am a complete newcomer to minGW, and really haven't been having any

Hi, I make this model: > moths.m6 <- glm(nind~metros+especie+habitat+metros:habitat+habitat:especie,family=poisson) > anova(moths.m6,test="F") Analysis of Deviance Table Model: poisson, link: log Response: nind Terms added sequentially (first to last) Df Deviance Resid. Df Resid. Dev F Pr(>F) NULL 81 488.32

Hi all, I'm working on microarray and currently analyzing the microrarray data using limmaGUI. Loop design has been applied in this experiment. This is a 2X2 factorial experiment where there are control and treatment at 2 different time points, week 6 and 9. The experimental design is almost the same as the limmaGUI work example: Weaver Data set. I would like to look at the effect of

Does anyone have any experience with the combination of a Thinkpad R40 and the ATI Radeon Mobility M6 LY video chip? I''ve had CentOS 4.1, 4.2, and now 4.3 running just great with 1024x768 resolution, but according the IBM specs, this chip is capable of 1280x1024. A quick lspci -v | grep ATI spewed the following: 01:00.0 VGA compatible controller: ATI Technologies Inc Radeon Mobility

Dear R Help team, I'm having some problems running a discriminant analysis (MASS:lda) over my data, i have a grouping variable coming from a previous cluster analysis and several discriminators (78 actually). I'm trying to run lda using column index as independent variable in the formula like it's done in the help page for ?formula:

Dear list, I used glm to analyze the effect of treatment, measurement-methods etc. on lesion size in a time course experiments. Could anyone points me out how to extract detailed comparisons of interest? For example: Measurement.T2.M6 vs. Measurement.T2.Baseline, Or even Measurement.T2.M6.Treatment vs. Measurement.T2.M6.placebo (I did not include Treatment as a factor in the query below yet).

Hi to all the people again, I was writting a simply function in R, and wish to collect the results in a excel file. The work goes as follows, Ciervos<-function(K1, K0, A, R,M,Pi,Hembras) {B<-(K1-K0)/A T1<-(R*Pi*Hembras-M*Pi+B)/(Pi-M*Pi+R*Pi*Hembras) P1<-Pi-B R1<-P1*Hembras*R M1<-P1*M T2<-(R1-M1+B)/(P1-M1+R1) P2<-P1-B R2<-P2*Hembras*R M2<-P2*M

I am analyzing data from an experiment with two factors: Carbon (+/-) and O3 (+/-), with 4 replicates of each treatment, and 4 harvests over a year. The treatments are assigned in a block design to individual Rings. I have approaches this as a repeated measures design. Fixed factors are Carbon, O3 and Harvest, with Ring assigned as a random variable. I have performed repeated measures analysis

I've got a complicated semi-parametric model that I'm fitting with mgcv. I start with a model based on theory. Its got lots of interaction terms. I want to winnow it down: removing each interaction term or un-interacted main effect one by one, checking the AIC, and retaining the model that gives me the lowest AIC. I then want to repeat the procedure on the retained model. Here is

Hello, I think routing could be improved in several ways, at least, there lacks some documentation describing how Tinc routes packets. In order to test Tinc, I setup the following virtual network: - tinc 1.1pre9 with ExperimentalProtocol=yes - use of network namespaces (actually python-nemu[1]) - star topology, where all nodes runs tinc except the center, which I use to filter communications,

Hello all, Probably my concepts about the data.frame and matrix and array in R are not clear, I need some clarification to help me understand them better. >M <- read.table("test1.csv",sep=",",row.names=NULL,header=T) gives me: M as M1 M2 M3 M4 M5 M6 M7 M8 M9 M10 1 9 11 14 15 18 20 20 20 20 20 2 3 4 8 9 11 12 14 15 15 15 3 4 5 8 8 9 9 9 9 9 9 4 4

Dear all, I have a function to optimize for a set of parameters and want to set a constraint on only one parameter. Here is my function. What I want to do is estimate the parameters of a bivariate normal distribution where the correlation has to be between -1 and 1. Would you please advise how to revise it? ex=function(s,prob,theta1,theta,xa,xb,xc,xd,t,delta) { expo1=

I got some R code that I don't understand. Question as comment in code //where is t comming from, what is phi inverse rAC <- function(name, n, d, theta){ #generic function for Archimedean copula simulation illegalpar <- switch(name, clayton = (theta < 0), gumbel = (theta < 1), frank = (theta < 0), BB9 = ((theta[1] < 1) | (theta[2] < 0)), GIG = ((theta[2] < 0) |