[R] hypergeometric integral

Dear all, I am trying to make a numerical integral of a Hypergeometrical function 2F1 but it is not working. I dont know how to pass the arguments to my function. Thank you beforehand. Chuse. Here is my code: H <- 0.7; t <- 1; s <- seq(0,t,0.1); x <- 1-t/s; library(gsl) Gauss2F1 <- function(H,

[R] Lamperti trnasformation simulation.

Dear users, I am trying to simulate a Lamperti transformation of a brownian motion: W(e_t). Could anyone give some clue how to do it? Thank you beforehand. Regards, C. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list h

[R] Estimation of AR(1) model by QML.

Dear Users, I am trying to estimate a model Y(t)=alpha+rho*Y(t-1)+e(t) where i know e(t)~t(3). a) I want to estimate (alpha, rho) by QML estimation assuming (wrongly) that e(t)~N(0,sigma2) and calculate the standard errors. b) Estimate (alpha, rho) by ML estimation assuming (correctly) e(t)~t(3)