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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...

Hi, I have the following problem: I simulated a lot of final values of stock prices. So for example when I use Geometric Brownian Motion the final values should be lognormal distributet, this plot can be seen here: http://de...

Hi, I want to make model selection with regsubsets. My code is: a<-regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp + Schoolyears + ExpMilitary + Mortality + PopPoverty + PopTotal + ExpEdu + ExpHealth, data=olympiadaten, nbest=2) summary(a) plot(a,scale="adjr2") (output attached) The problem...

Hi, I have 12 independent variables and one dependent variable. Now I want to select the best adj. R squared model by using the regsubsets command, so I code: > plot(regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp + Schoolyears + ExpMilitary + Mortality + + PopPoverty...

Hi, I have 12 independent variables and one dependent variable. Now I want to select the best adj. R squared model by using the regsubsets command, so I code: > plot(regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp + Schoolyears + ExpMilitary + Mortality + + PopPoverty...

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...

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[(???^2)t...

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...

Hi, I have thought a lot about my problem and also posted it on stackexchange, the post can be found here: http://stats.stackexchange.com/questions/44276/how-to-plot-3d-gbm but I have got no useful answer, that...