similar to: Simulation of Multivariate Fractional Gaussian Noise and Fractional Brownian Motion

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

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

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 Fellows, I would like to know how to uncompress a gz file at the R console. I could not find out any help from the R-help archive. Thanks for your great help. Best Regards, Wonsang You ----- -- Wonsang You Special Lab Non-Invasive Brain Imaging Leibniz Institute for Neurobiology http://www.ifn-magdeburg.de -- View this message in context:

Dear R Helpers, I have attempted "optim" function to solve a two-dimensional optimization problem. It took around 25 second to complete the procedure. However, I want to reduce the computation time: less than 7 second. Is there any optimization function in R which is very rapid? Best Regards, Wonsang ----- Wonsang You Leibniz Institute for Neurobiology -- View this message in

Dear fellows, I am a novice in R. I would like to combine a matrix and a vector. Assume that we have the matrix a and the vector b with same length of column. a<-matrix(seq(1:10),nrow=2,ncol=5,byrow=TRUE) a= 1 2 3 4 5 6 7 8 9 10 b<-t(c(11,12,13,14,15)) b= 11 12 13 14 15 Then, I want to combine a and b as follows. c= 1 2 3 4 5 6 7 8 9

Hi, R-Helpers, I would like to ask about multiple graphs in one figure. I tried to execute the following codes. xlim <- c(1,100) ylim <- c(1,4) plot(NA, xlim=xlim, ylim=ylim) > x <- c(1:100) for(j in seq(1,10,by=1)) { y <- j*x^2+log(j) lines(x, y) } In the above codes, I had to arbitrarily set up the coordinate range of the figure in advance before

Dear R user fellows, I would like to ask you about the package 'rgenoud' which is a genetic optimization tool. I ran the function 'genoud' with two variables to be minimized by the following command. result<-genoud(fn,nvars=2,starting.values=c(0.5,0), pop.size=1000, max.generations=10, wait.generations=3) Then, I had the following error message. Error in

Dear R-Helpers, I want to try the 2D (two-dimensional) convolution in R. For example, let us we have the following kernel and data. kernel <- (1,2,3,2,1) data <- array(1:100, dim=c(10,10)) I know the function 'convolve' only for one-dimensional convolution, but it is just for a 1D sequence. Is there any function for 2D convolution? For theory, please refer to the following link:

Hi, I'm writing a short course tutorial to Browninan Motion/ Langevin Equation. At the end of the theory section I wanted to add a short GNU R example, so the students can play a little around. I already looked in the MASS book (by Venables and Ripley) but I couldn't find any Brownian Motion/ Langevin Equation package. Are there any good packages or tutorials available which cover R and

Dear R Helpers, I would like to report on an error in the ff package here. The ff package is an R package which enables us to store large data on disk systematically and have fast access to the database. I used the package in Linux as a guest OS of VirtualBox, and executed the following commands. library(ff)

hi all, I have a simple question that does power spectral analysis related to capacity dimension, information dimension, lyapunov exponent, hurst exponent. If yes then please show me the way. I am newbie in the world of chaos. Sayonara With Smile & With Warm Regards :-) G a u r a v Y a d a v Senior Executive Officer, Economic Research & Surveillance Department, Clearing

Full_Name: Ankhee Dutta Version: 2.3 OS: LINUX Submission from: (NULL) (202.141.12.97) I have a linux system of Mandriva-2007 with R version 2.3.0 and MySQL with 5.0.0. I have also got DBI-R database interface version-0.1-11 installed on my Linux system.While installing RMySQL package version 0.5-11 i am facing problem . while installation the error report which is coming is as follows:

CentOS 4.3 (fully updated, including CentOS Plus kernel). Running KDE 3.5.2 (fully updated from redhat.kde repo). I can't seem to get the OS to recognize my SD card when inserted into my USB card reader. Mepis 6 Beta 3 has no problem with it. DMESG sees nothing happening when the card is inserted. USB-STORAGE module is loaded.

Dear List, After some googling around without any results, I'm quite puzzled. Since some past update I can't precise, kernel 2.6.164 works fine, however 2.6.194 has some sound problem in my somewhat old and beaten Toshiba laptop. -Audacious plays OK but other applications have problems. -For instance, mplayer acts quirky: when I pause a playing video, sound keeps stuttering endlessly. The

Many months ago, my machine ran WoW 3.x flawlessly. Now however, with Linux, it wont run at all. I am using Wine 1.2.1 and WoW 4.0.1 installed fine with the downloader, and the launcher runs without a hitch (although the "play" button won't appear once in a while). But once the Launcher program attempts to run the wow.exe, I get nothing. No game, no error message. Here's my

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

Greetings.! In rapid action frames, I see lots of small rectangles which many together render a choppy sense of motion. I've attached screenshots in attempts to convey what I mean: http://24.16.26.121/screenshots/images/1253914810.jpg http://24.16.26.121/screenshots/images/1253914788.jpg I understand the lack of h/w acceleration and such, but I feel this can go away. If I am at all

Package: xen-utils-common Version: 3.2.0-2 I am not sure to what package belong this bug, i suppose it. When you run xen, it create directory under: /var/lib, in fact it create: /var/lib/xend. But wen you try to do a live motion between two server, they look for a file called: qemu-save.x where 'x' is the Domain.id But this file must be under /var/lib/xen ! However, the package create: