to a variable g. in the next line.
Just get rid of the typo.
Sarah
On Thu, Apr 26, 2012 at 1:43 PM, Guaramy <[hidden email]> wrote:
> Hi , R is a new language for me so sorry in advance if this error is to basic
> for posting. I have tried the R manual and search online for quit
Hi , R is a new language for me so sorry in advance if this error is to basic
for posting. I have tried the R manual and search online for quite a few, if
anyone could help i would be very thankful.
Here is my code.
kappa = 1.1
theta = 0.1
sigma = 0.4
rho = -0.6
v0 = 0.2
r = 0.05
T = 0.5
s0 = 1
K
Hi ,
I am writing some code to evaluate a price of an option with heston model.
My problem is that i need one variable to be generic .
Hestonf = function(phi,kappa,theta,sigma,rho,v0,r,T,s0,type)
{
if (type == 1)
{
u = 0.5;
b = kappa-rho*sigma;
}
else {
u = 0.5;
Tanks a lot to all of you that take the time to help me.
This is a really useful and helpful forum and i will try to help as much as
i can
Best Regards Jorge
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I read it believe me . The reason that a i post this is because i am making a
thesis and a i am having this problem for over 2 weeks.
I canĀ“t solve it and its causing me real problems.
Sorry for any inconvenience
Thanks
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Sorry but i didn't understand.
Thanks for your answer.
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Sent from the R help mailing list archive at Nabble.com.
Hi, i am writing a function to plot a pdf functions of a Generalized normal
laplace distribution.
The code is this
{
y = x-rho*mu
cf.fn = function(s){
cplex = complex(1,0,1)
temp1 = alpha*beta*exp(-sigma*s^2/2)
temp2 = (alpha-
I am trying to obtain the grafic of a pdf . but this error keeps showing .
Here is the code
MXN.fd = function(x,alpha,beta,mu,delta)
{
A = (2*cos(beta/2))^(2*delta)
B = 2*alpha*pi*gamma(2*delta)
C = (beta*(x-mu))/alpha
D = abs(gamma(delta + (complex(0,0,1)*(x-mu))/alpha)^2)
M = A/B*exp(C)*D
M
plot
Thanks Michael , its works perfectly now.
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Hi, I am writing a function to plot a pdf of a distribution,
GNL.pdf.fn = function(x,mu,sigma,alpha,beta,rho)
{
y = x-rho*mu
cf.fn = function(s){
cplex = complex(1,0,1)
temp1 = alpha*beta*exp(-sigma*s^2/2)
temp2 = (alpha-cplex*
Hi, I am writing a function to plot a pdf of a distribution
x=seq(-4,4,length=200)
mu = 0
sigma = 0.01
alpha = 17.5
beta = 17.5
rho = 0.1
GNL.pdf.fn = function(x,mu,sigma,alpha,beta,rho)
{
y = x-rho*mu
cf.fn = function(s){
cplex = complex(1,0,1)
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