[R-SIG-Finance] MLE Jump diffision

Brian G. Peterson brian at braverock.com
Sat Apr 11 16:06:50 CEST 2009


 From Watchman wrote:
> Hi
>
> I have been having issue with a ML estimator for Jump diffusion process but
> know I am get little error I didn't notice before like I am try to create a
> vector
>   
>> #GBMPJ MLE Combined Ph 1 LR
>> #
>> n<-length(combinedlrph1)
>> j<-c(1,2,3,4,5,6,7,8,9,10)
>>     
> Error in c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10) :
>   unused argument(s) (3, 4, 5, 6, 7, 8, 9, 10)
>   
It appears that you have redefined the function c()

In my environment:

> j<-c(1,2,3,4,5,6,7,8,9,10)
> c
function (..., recursive = FALSE)  .Primitive("c")

Regards,

  - Brian
 
-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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