On 17/05/14 19:10, Xuse Chuse wrote:
Dear users,I am trying to simulate a Lamperti transformation of a brownian motion: W(e_t). Could anyone give some clue how to do it? Thank you beforehand. Regards, C. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
See package sde, and Stefano Iacus' excellent book. Simon. -- Simon Blomberg, BSc (Hons), PhD, MAppStat, AStat. Lecturer and Consultant Statistician School of Biological Sciences The University of Queensland St. Lucia Queensland 4072 Australia T: +61 7 3365 2506 email: S.Blomberg1_at_uq.edu.au http://www.evolutionarystatistics.org Policies: 1. I will NOT analyse your data for you. 2. Your deadline is your problem. Statistics is the grammar of science - Karl Pearson. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
