[R] Quick Question - MLE for Geometric Brownian Motion Process with Jumps

Hi All, I am relatively new to R and having a great experience with it but have come up with a little road block. I am tying to run a maxlik regression and keep getting the error, NA in the initial gradient My Code is below: gbmploglik<-function(param){ mu<-param[1] sigma<-pa

Re: [R] Geometric Brownian Motion Process with Jumps

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