similar to: cash or nothing option

Hi, I have thought a lot about my problem and also posted it on stackexchange, the post can be found here: http://stats.stackexchange.com/questions/44276/how-to-plot-3d-gbm but I have got no useful answer, that's why I trry the last possibility, which is to ask you professional guys. I want to recreate the following picture with my own code, the picture can be found in my other post:

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)

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]

On Saturday 31 January 2009 03:42:04 Eli Friedman wrote: > On Fri, Jan 30, 2009 at 5:43 PM, Jon Harrop <jon at ffconsultancy.com> wrote: > > I just remembered an anomalous result that I stumbled upon whilst > > tweaking the command-line options to llvm-gcc. Specifically, the -msse3 > > flag > > The -msse3 flag? Does the -msse2 flag have a similar effect? Yes: $

R-users, I can't tell what's causing the following error. The vignette does not make a reference to a "packages" option or parameter. > library(MonteCarlo) Loading required package: abind Loading required package: codetools Loading required package: rlecuyer Loading required package: snow Loading required package: snowfall > infest_kud_fun<-function(x,A,B){ +??

Good afternoon Has anyone tried using Dr. Elith's BRT script? I cannot seem to run gbm.step from the installed gbm package. Is it something external to gbm? When I run the script itself <- gbm.step(data=model.data, gbm.x = colx:coly, gbm.y = colz, family = "bernoulli", tree.complexity = 5, learning.rate = 0.01, bag.fraction = 0.5) ... I

This looks like the sort of thing that you should ask the package maintainer (?maintainer). Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Thu, Feb 15, 2018 at 11:39 AM, john polo <jpolo at mail.usf.edu> wrote: >

I recently use gbm for a binary classification problem. As expected, it gets very good results, based on Area under ROC with 7-fold cross validation. However, the application (malware detection) is cost-sensitive, getting a FP (classify a clean sample as a dirty one) is much worse than getting a FN (miss a dirty sample). I would like to tune the gbm model biased to very low FP rate. For this

Hi, I am having problems passing arguments to method="gbm" using the train() function. I would like to train gbm using the laplace distribution or the quantile distribution. here is the code I used and the error: gbm.test <- train(x.enet, y.matrix[,7], method="gbm", distribution=list(name="quantile",alpha=0.5), verbose=FALSE,

I color some area grey with polygon() (with a red border) and then I want to have the dashed red border in the legend as well. How do I manage it? And I want to mix (latex) expressions with text in my legend. Just execute my lines below and you know want I mean. Or pass by at http://de.wikipedia.org/wiki/Bild:GBM.png to see the picture online. Thomas bm <- function(n=500, from=0, to=1) {

Full_Name: The Manager Version: 2.0.1 OS: Solaris 9 Submission from: (NULL) (129.67.80.243) > install.packages("gbm") trying URL `http://cran.uk.r-project.org/src/contrib/PACKAGES' Content type `text/plain; charset=ISO-8859-1' length 52975 bytes opened URL ================================================== downloaded 51Kb trying URL

Dear all, the help file for predict.gbm states that "The predictions from gbm do not include the offset term. The user may add the value of the offset to the predicted value if desired." I am just not sure how exactly, especially for a Poisson model, where I believe the offset is multiplicative ? For example: library(MASS) fit1 <- glm(Claims ~ District + Group + Age +

Hi, I have a geforce 4mx 440 agp 8x, and I'm trying to use the GBM library, (as jbarnes in: http://virtuousgeek.org/blog/index.php/jbarnes/2011/10/ and David Hermann in KMSCON: https://github.com/dvdhrm/kmscon), without success. when I try to create a gbm_device, I get: (below the code.) nouveau_drm_screen_create: unknown chipset nv18 dri_init_screen_helper: failed to create pipe_screen

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

Hello, When using write.table I am getting two variables pasted together (not by choice). Has anyone else had this happen? Specifically, I have the following: d _ read.dta(paste('/montecarlo/forecast/off/',F,'.dta',sep='')) write.table(d,file=paste('/montecarlo/forecast/off/csv/',F,'.csv',sep=''), row.names=FALSE, col.names=FALSE,

Dear gbm users, When running predict.gbm() on a "large" dataset (150,000 rows, 300 columns, 500 trees), I notice that the memory used by R grows beyond reasonable limits. My 14GB of RAM are often not sufficient. I am interpreting this as a memory leak since there should be no reason to expand memory needs once the data are loaded and passed to predict.gbm() ? Running R version 2.9.2 on

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, Dear Greg, I AM A NEW to GBM package. Can boosting decision tree be implemented in 'gbm' package? Or 'gbm' can only be used for regression? IF can, DO I need to combine the rpart and gbm command? Thanks so much! -- Sincerely, Changbin -- [[alternative HTML version deleted]]

Hola de nuevo. Se me olvidaba la principal razón para utilizar gbm.step del paquete dismo. Como sabéis, los boosted si sobreajustan (a diferencia de los random forest o cualquier otro bootstrap) pero gbm.step hace validación cruzada para determinar el nº óptimo de árboles y evitarlo. Es fundamental. La opción que me queda, Carlos, es hacerlo con gbm, pero muchas veces, y usar el

Gracias Carlos, mi idea es construir un cono, un cilindro u otros cuerpos geométrico y luego graficarlos. Alguna idea de como empezar? Muchas gracias como siempre El lun., 19 de feb. de 2018 15:06, <r-help-es-request en r-project.org> escribió: > Envíe los mensajes para la lista R-help-es a > r-help-es en r-project.org > > Para subscribirse o anular su subscripción a