Re: [R] Reversing the Equation to find value of variable

2014-01-06 Thread Katherine Gobin
Dear Sir, Thanks a lot for your wonderful guidance. It gave me a new vision to look at teh equations. Really appreciate. Thanks a lot once again. Katherine On Monday, 6 January 2014 5:31 PM, Frede Aakmann Tøgersen wrote: Hi Reading the error message carefully you can see that f() is not

Re: [R] Reversing the Equation to find value of variable

2014-01-06 Thread Frede Aakmann Tøgersen
Hi Reading the error message carefully you can see that f() is not defined at 0: > uniroot(f, c(0, 1)) Error in uniroot(f, c(0, 1)) : f.lower = f(lower) is NA > f(0) [1] NaN If you plot f() in the interval (0,1) then you'll see there is two solutions: > uniroot(f, c(0.0001, 1)) Error in uniroo

Re: [R] Reversing the Equation to find value of variable

2014-01-06 Thread Berend Hasselman
On 06-01-2014, at 12:41, Katherine Gobin wrote: > Dear R forum > > I have following variables - > > EAD = 1 > LGD = 0.45 > PD = 0.47 > M = 3 > > # Equation 1 > > R = 0.12*(1-exp(-50*PD))/(1-exp(-50)) + 0.24*(1-(1-exp(-50*PD))/(1-exp(-50))) > > b = (0.11852 - 0.05478 * log(PD))^2 > > K