[R] creating several different matrices

2012-09-11 Thread cesare orsini
Dear people, I need to generate 100 different matrices, without particular characteristics but using only one command! Do you know some way? thank You -- View this message in context: http://r.789695.n4.nabble.com/creating-several-different-matrices-tp4642768.html Sent from the R help mailin

[R] fitting Markov Switching Model

2012-07-27 Thread cesare orsini
Dear Users, i have this time series, the tree lines means different level, i would use a Markov switching model with two states to modelling this time series. i would obtain the relative transition matrix (2X2) the first state is above the value of 23.65 (the higher line) the second state is be

[R] fitting Ornstein-Uhlenbeck process by MAXIMUM LIKELYHOOD

2012-07-20 Thread cesare orsini
Dear friends i am trying to fit an Ornstein-Uhlenbeck process by MAXIMUM LIKELYHOOD method. i found these formulas on http://www.sitmo.com/article/calibrating-the-ornstein-uhlenbeck-model/ this is the mean-reverting process http://r.789695.n4.nabble.com/file/n4637271/process.txt process.txt a

Re: [R] double for cycle

2012-07-19 Thread cesare orsini
thank you Mr. Carlson you're right, the matrix that I used as an example does not make sense. When I built the array I was not thinking of the formula s[n]=1+s[n]+rnorm(1,mean=0,sd=1), I just wanted to give an example of the structure of the matrix that I needed. Anyway I think you have solved my

[R] double for cycle

2012-07-18 Thread cesare orsini
Hi nice people, i am trying to made a double "for" cycle, i wish that for cycle on k activates t times the for cycle on s the first cycle is this: s<-rep(1,10) s [1] 1 1 1 1 1 1 1 1 1 1 > for (n in 2:10) { + s[n]=1+s[n]+rnorm(1,mean=0,sd=1) + } > s [1] 1 4.75 4.86 4.05 4.09 4.56 4.63 4.65 4