similar to: Calibrating the risk free interest rate using nlminb

Displaying 9 results from an estimated 9 matches similar to: "Calibrating the risk free interest rate using nlminb"

2011 Aug 18
3
Error message: object of type 'closure' is not subsettable
Dear R-users I need to calibrate kappa, rho, eta, theta, v0 in the following code, see below. However when I run it, I get: y <- function(kappahat, rhohat, etahat, thetahat, v0hat) {sum(difference(k, t, S0, X, r, implvol, q, kappahat, rhohat, etahat, thetahat, v0hat)^2)} > nlminb(start=list(kappa, rho, eta, theta, v0), objective = y, lower =lb, > upper =ub) Error in dots[[1L]][[1L]] :
2011 Aug 25
2
Adding a normal density curve over the empirical curve
Hi I have created the following plot over the empirical returns.. What I now want to do is to overlay a curve/line with the normal density as a comparison of the two. Does anyone know how to do this? (NB the last two lines are the problem, and are wrong, I know). Thank you in advance! Rikke http://r.789695.n4.nabble.com/file/n3768783/S%26P_500_spot_and_return_2010.csv
2011 Nov 15
0
Quantstrat; error with applyStrategy()
I'm testing out quantstrat using a simple one-indicator strategy. The error I get after applyStrategy(...) is Error in .xts(e, .index(e1), .indexCLASS = indexClass(e1), .indexFORMAT = indexFormat(e1), : index length must match number of observations In addition: Warning messages: 1: In match.names(column, colnames(data)) : all columns not located in roc_15 for STOXX.Open STOXX.High
2008 Dec 22
2
How can I avoid nested 'for' loops or quicken the process?
Hi All, I'm still pretty new to using R - and I was hoping I might be able to get some advice as to how to use 'apply' or a similar function instead of using nested for loops. Right now I have a script which uses nested for loops similar to this: i <- 1 for(a in Alpha) { for (b in Beta) { for (c in Gamma) { for (d in Delta) { for (e in Epsilon) { Output[i] <-
2006 Nov 04
1
Calibrating the Battery on an MGE Ellipse Premium 1200
My new MGE Ellipse Premium 1200 is now working fine. I've tested pulling the plug and the computer shuts down properly and comes back up when I replug. The only strange behaviour is that when I put the power back on the battery shows as being at 86%. If it was at 86% it should have lasted longer. Is there any calibration step I can do? The only commands the ups seems to support are: $ upscmd
2016 May 21
0
Calibrating Centos Screen
Hello, Kindly assist. I have an issue with Centos Touch screen. The usb mouse is working but touch screen is not working even after reinstalling centos. Kindly assist on how I can calibrate my screen. Hardware:Beckhoff Screen Centos Version: Centos6
2005 Oct 12
3
Calibrating both RX and TX gain?
Hello! I'm having an echo problem with a TDM card. The TDM card is being fed by a channel bank just 12 or so feet away. When you put an analog handset on the line, both the RX and TX volume seem to be just fine. However, when I use the TDM card, I have to have an rxgain of 13.5, and even then, the audio is relatively quiet. I'm also getting echo on these lines, so I have turned
2013 Jun 05
0
R error- "more columns than column names"
I put header=TRUE and sep = “;” and my problem was resolved. read.csv("./scoreDb.csv",header = TRUE,sep=";" Best Regards, Sandro [[alternative HTML version deleted]]
2012 Jan 18
1
Problems with Panel Data estimation
Hi everybody, Got some doubts here. I'm kinda desperate for help, so please ask me if anything isn't clear. I have a database with this structure (panel data structure): > head(dados_2) Tempo Safra Data Resposta Perc_Resg_Acum Alta_Temporada Flexi Promo 1 1 1 200701 0.04223216 0 1 0 0 2 1 2 200702 0.02801536 0