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Thanks a lot! It worked perfectly.... I just tried a simple modification... > dc<-array(sapply(sapply(modelprices[2], c), c)) On 5/20/11 12:11 PM, mhofert wrote: > okay, I should have remembered... Gabor suggested a pretty nice solution...
Hi, My question is regarding the R package "randtoolbox". I was testing it for few days for generating sobol sequences. As per my findings the numbers for higher dimensions > 30 are prone to clustering. This might be due to bad...
I am using R for volatility calibration (Variance Gamma distribution). My question is very basic and not at all related to mathematics! y=spline(KK,CallPrices,,"fmm",,,strikes) When calling spline function it returns a list y The list contains...
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