[R] uniroot

[dpender]

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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