similar to: R and Browninan Motion/ Langevin Equation package

Dear all, I have been looking for a while for ways to simulate from Langevin distributions and I thought I would ask here. I am ok with finding an algorithmic reference, though of course, a R package would be stupendous! Btw, just to clarify, the Langevin distribution with (mu, K), where mu is a vector and K>0 the concentration parameter is defined to be: f(x) = exp(K*mu'x) / const where

Have someone experience with the model-aircraft simulator Aerofly Prof. deluxe? Get someone them running? Thanks for your help joerg -- Super-Acktion nur in der GMX Spieleflat: 10 Tage f?r 1 Euro. ?ber 180 Spiele downloaden und spiele: http://flat.games.gmx.de

Dear all, I am trying to install a package of R bindings for the Ruby language on Windows Vista ... this involves some compilation work with Mingw. (The analogous process on Linux Ubuntu went fine, but for the Windows installation, I need to provide the location of the file analogous to the /usr/lib/R/lib/libR.so library. I've been searching for libR.dll, Rlib.dll, everywhere, but can't

Hello All! I like to do some indicator kriging with R. So far I used geoR for simple and ordinary kriging. Does anybody know which package I should use? Thanks for your help! Sascha! -- Jetzt dabei sein: http://www.shortview.de/wasistshortview.php?mc=sv_ext_mf at gmx

Hello, I am trying to calculate and plot mean and confidence intervall for a set of data. This is the code that I am currently using: means <- sapply(data, mean, na.rm=TRUE) n <- sapply(data,length) stdev <- sqrt(sapply(data, var, na.rm=TRUE)) ciw <- qt(0.98, n) * stdev / sqrt(n) par(mgp=c(2,0.6,0), las=2, fin=c(7,3), mai=c(1,0.5,0.2,0.2), cex=0.8) plotCI(x=means, uiw=ciw,

Dear all, how can I plot a line graph and a bar graph in one single figure? I tried to combine "barplot" and "plot". Even though they both have the same x-values (1 to 55),  it just doesnt look as if they match in their scale (the barplot is much wider than the "plot"....even though I tried to put limits on the x-axis). Here is an example of what I did:

Hello, I would like to remove some files which have the extension .test for example (data1.test, data2.test ....). Is there another solution to remove them instead of doing it one by one ? Thanks for your help, St?phanie Langevin -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send

I would like to plot multiple random walks onto the same graph. My p variable dictates how may random walks there will be. par(mfrow=c(1,1)) p <- 100 N <- 1000 S0 <- 10 mu <- 0.03 sigma <- 0.2 nu <- mu-sigma^2/2 x <- matrix(rep(0,(N+1)*p),nrow=(N+1)) y <- matrix(rep(0,(N+1)*p),nrow=(N+1)) t<- (c(0:N))/N for (j in 1:p) { z <- rnorm(N,0,1) x[1,j] <- 0 y[1,j]

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)

Dear R Helpers, I have searched for any R package or code for simulating multivariate fractional Brownian motion (mFBM) or multivariate fractional Gaussian noise (mFGN) when a covariance matrix are given. Unfortunately, I could not find such a package or code. Can you suggest any solution for multivariate FBM and FGN simulation? Thank you for your help. Best Regards, Ryan ----- Wonsang You

Hi folks, we have a problem with a win2003 DC and Samba. The authentification of users from the dc works fine, but when we added users from a forest trust in a active directory localgroup, samba don't find the users... I post this problem here: https://bugzilla.samba.org/show_bug.cgi?id=5245 Maybe you can help. Cheers Paul -- Der GMX SmartSurfer hilft bis zu 70% Ihrer Onlinekosten zu

Hello, I am attending a course in Computational Statistics at ETH and in one of the assignments I am asked to prove that a time series is not autocorrelated using the R function "acf". I tried out the acf function with the given data, according to what I found here: http://landshape.org/enm/options-for-acf-in-r/ this test data does not look IID but rather shows some trends so how can I

Hi, i am using Xen 3.2.0 and want to use the TPM in dom0. I have activated vtpm and everything runs fine in my domUs. The question is, how can I access the TPM in dom0? As far as I know vtpm_managerd exclusively locks /dev/tpm0. As soon as I start vtpm_managerd my own program cannot access the TPM anymore. Is there a vtpm instance for dom0 like the ones for the user domains? Thanks in advance

Hallo again, the last debug massage was: winedbg H:\\flyrun.exe WineDbg starting on pid 0042 0x7b875fb2 start_process+0xc2 in kernel32: movl %esi,0x0(%esp) Wine-dbg>step Single stepping until exit from function, which has no line number information. Invalid address (0x7b875fb7 start_process+0xc7) for breakpoint 0, disabling it Process of pid=0013 has terminated Thanks for your tips and

Hi, I''m having trouble connecting to a remote database (mysql). I know that my connection settings are correct, since I have a php app that is connecting to the same database. Are there any settings besides the following that I need in my database config file? Any other suggestions? development: adapter: mysql database: db_name username: username password: password host:

Dear All, Yesterday I downloaded the latest Samba release 3.2.0 and tried to compile it against blastwave.org packages, as I always do. But it fails with error: "/usr/include/sys/termios.h", line 38: warning: macro redefined: CTRL "./librpc/gen_ndr/srvsvc.h", line 232: warning: enumerator value overflows INT_M AX (2147483647) "./librpc/gen_ndr/srvsvc.h", line 235:

Dear All; I have used fbmSim to simulate a fbm sequence, however, when I tried to estimate the Hurst effect, none of the nine procedures gave me an answer close enough to the real value, which is 0.5 (n=1000). So, would you please advice, 1. which is the best method to estimate the H among the 9 mehods, R/S, higuchi or Whittle? 2. how to choose the levels (default=50), minnpts, cutoff values or

Hello, I am using the gpls package for modelling vegetation classes. My problem is that I now want to know which input variables are significant for the modelling of the classes to recalculate the equation again with just the selected variables. I think I can analyse the significance of the variables via their weights. I used the "gpls1a" term for two group classification. Here my

Dear list, i am trying to plot data in a way like this: Date<-seq(as.Date("2006-08-29"), as.Date("2007-08-28"), by="2 weeks") var<-rnorm(27, 10000, 2500) err<-rnorm(27, 3000, 1000) df<-data.frame(cbind(Date, var, err)) library(ggplot2) g <- ggplot(df, aes(x=Date, y=var, min=(var - err), max=(var + err))) g1 <- g + geom_line() + geom_point() +

Dear list, i try to do my first statistics with R. Given a dataframe of three columns, where col1 is of type factor, col 2 and col3 are numeric and pairs of observations i would like to perform a paired t-test for each level of col1. I would like to avoid specifying the levels of col1 manually because it seems to me as being stupid, however, i did not figure out how to tell it R in an