Be sure to check $estim.prec and use the parameter tol as needed.
Best regards,
Craig
Madhavi Bhave wrote:
Dear Sir,
That was GREAT!!!. Thanks a lot for the solution. Once again it showed how powerful 'R' is otherwise I was breaking my head on Newton-Raphson method.
Thanks again Sir. That was really superb.
Madhavi
--- On Mon, 1/2/10, S Ellison <s.elli...@lgc.co.uk> wrote:
From: S Ellison <s.elli...@lgc.co.uk>
Subject: Re: [R] 'R' and 'Yield to Maturity'
To: "Craig P. Pyrame" <crap...@gmail.com>, "Madhavi Bhave"
<madhavi_bh...@yahoo.com>
Cc: r-help@r-project.org
Date: Monday, 1 February, 2010, 3:41 AM
If you know the likely range, uniroot would do it.
f.ytm<-function(ytm) 100 / (1+ytm) +100 / ((1+ytm)^2) + 1100 / ((1 +
ytm)^3) -1010
uniroot(f.ytm, interval=c(0,25))
#$root has the answer
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