Hi, Basically what I am trying is to rewrite matlab code into R ...This is code for famous SABR model Calibration. I did most of the code up to optimalization issue. In the attachment you can find matlab and my unfinished R code..This is very helpful code...Basically I am trying to achieve the same results.
Thank you very much for your help..This might help me much with my thesis Best regards Michal Michal http://r.789695.n4.nabble.com/file/n3242469/optimtest optimtest http://r.789695.n4.nabble.com/file/n3242469/Hagan_Figure_33.zip Hagan_Figure_33.zip -- View this message in context: http://r.789695.n4.nabble.com/optim-function-multi-variables-newbie-tp3242159p3242469.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.