dpender wrote:
>
> 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).
>
Try
curve(BV.FV(x,y=y0,a=.703,A=.7),from=1,to=10)
for different values of a, A and y0.
I have a feeling that your function or something else is not quite correct.
Berend
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