similar to: Geometric Brownian Motion Process with Jumps

Hi I have been having issue with a ML estimator for Jump diffusion process but know I am get little error I didn't notice before like I am try to create a vector > #GBMPJ MLE Combined Ph 1 LR > # > n<-length(combinedlrph1) > j<-c(1,2,3,4,5,6,7,8,9,10) Error in c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10) : unused argument(s) (3, 4, 5, 6, 7, 8, 9, 10) >

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]

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 list, I'm trying to generate fractional brownian surfaces in R. [A detailed description with respect to various techniques to generating these neutral landscapes has been described by Timothy Keitt (spectral representation of neutral landscapes, Landscape Ecology, 2000) and probably various other authours.] Are there any packages that deal with this or related items? I've been

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

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

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

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!

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

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

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

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 =

hy, here is my speex encoder/decoder .. the sampleRate i use is 16000 and quality,complexity are at 5. can someone take a look in to the code and see if there is something that is making that robot voice here is a link to colored and numbered code, same as below http://barvanjekode.gama.us/temp/1257361243.html thanx. code ----------------------- #include "codec.h"

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

Hello all, could anyone explain the exact meaning of parameter nproc? Why different values of nproc give so different critical values, i.e. meanL2BB$computeCritval(0.05,nproc=3) [1] 0.9984853 meanL2BB$computeCritval(0.05,nproc=1) [1] 0.4594827 The strucchange-package description gives "integer specifying for which number of processes Brownian motions should be simulated" - do I need

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]]

Is there a package that will allow me to fit Brownian motion and Ornstein?Uhlenbeck models of evolution for discrete traits? I know that geiger and ouch have commands for fitting these models for continuous traits, but these aren't suitable for discrete trait evolution, correct? -- View this message in context: