Hi,
I have a scatter plot of the variables GNI and Lifeexp (Gross National
Income and Life Expectancy, both metric). So I plotted them and I want to
add a regression line and a lowess line. I use lowess and not loess because
I have missing values. My code:
plot(GNI,Lifeexp)
abline(lm(Lifeexp~GNI),
Hi,
I know this is not a mailing list for r, but I posted my question on
several help pages and did not get any help. I really don't know how
to solve my problem, maybe you could help me?
want to simulate stock paths. I have simulated 1000 paths with 22
trading days (1 starting value). Now I want
Hi,
I want to do stock price simulation. First of all, I used the
geometric brownian motion. To simulate the values, I used not the
closed form solution for the GBM given by:
S_t=S_0*exp[(μ−σ^2)t+σWt]
but the discrete version, so I can "see" every day realization:
S_i+1=μΔt∗S_i+σφΔt∗S_i+S_i
No
Hi,
I have simulated one possible path of a variance gamma process by the
following code:
vektor<-c(1:23)
S0=20
theta=0.01
v=5
sigma=0.1
vektor[1]<-S0
for (i in 2:23){
randomgamma<-rgamma(1, shape=1/v, scale = v)
randomnormal<-rnorm(1,mean=0,sd=1)
vektor[i]<-vektor[i-1]+theta*randomgamma+sigma*
I want to create a 3d plot with densities.
I use the function density to first create a 2d dimensional plot for
specific x values, the function then creates the density and puts them
into a y variable. Now I have a second set of x values and put it
again into the density function and I get a secon
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