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R-sig-Epi Digest, Vol 17, Issue 2

1 message · Neil Shephard

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On 9/26/07 Tom Willems <Tom.Willems at var.fgov.be> wrote:

            
When giving citations it is useful to give complete details.
A search for the terms 'dejong.R martingale'
(http://www.google.co.uk/search?num=100&hl=en&safe=off&q=dejong.R+martingale&btnG=Search&meta=)
points to five documents, the first of which is the most appropriate
(the remainder are about an author Dejong R).

Reading thought the first pdf it indicates that the dejong.R file that
you are interested in does the calculations.  This pdf is hosted as
part of the homepage for Ass Prof Michael H?hle at University of
Munich.  If you traverse to a slightly higher level of his homepage
(http://www.stat.uni-muenchen.de/~hoehle/) you'll see a link to
"Statistical Software". Follow this and you get to what you are after,
which is the fourth item under the Epidemic Modelling.  This is a zip
file that contains the dejong.R file that you are seeking.


Regards

Neil