Hi,
I am using the uniroot function in order to carry out a bivariate Monte
Carlo simulation using the logistics model.
I have defined the function as:
BV.FV <- function(x,y,a,A)
(((x^(-a^-1)+y^(-a^-1))^(a-1))*(y^(a-1/a))*(exp(-((1^(-a^-1)+y^(-a^-1))^a)+y^-1)))-A
and the procedure is as follows:
Randomly generate values of A~(0,1), y0 = -(lnA)^-1
Where: A=Pr{X<xi|Y=yi-1} and a is the dependency between X and y (0.703)
Use y0 to determine x where x = x(i) and y = y0(i-1) in the above equation.
Unfortunately when the randomly defined A gets to approximately 0.46 the
intervals I provide no longer have the opposite signs (both -ve).
I have tried various different upper limits but I still can't seem to find a
root.
Does anyone have any suggestions?
Thanks,
Doug
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