Recent content by quantumdude

FYI, I checked my calculations against those of the R package "pracma" for the same data that is in the spreadsheet. The function "hurstexp()" in that package returns 5 different estimates of the Hurst Exponent. They differ significantly from each other, and two of them are greater than 1. I...

Thanks your your reply! I'm actually doing this for work. After finding an algorithm that works, my next move is to get it into C++, and then into the proprietary language (which is C++ based) of the platform that I'm trying to develop. I'll install quantmod and see if R gives results similar to...

Hey folks, long time no see! :woot: I am trying to estimate the Hurst Exponent for financial data using the R/σ (Rescaled Range) method. I have no authoritative source for this method. All I have are web pages (and we know how accurate those are). Specifically, I've been using the following...

Hi Stephen, thanks for replying. I'm dealing with multivariate least squares regression models. It's just the one pair of predictor variables for which I have an estimated covariance. But leaving that aside, what I really want to know is if there is a comprehensive reference from which I...

I have come across a problem that I need to solve, and it isn't your garden variety regression problem. It isn't even covered in any of my books, of which I have many. I need either a book title or an online PDF that covers this material. Suppose we have a response variable z_1 that depends on...

##m_n=1## does not drop out of those equations. What does drop out is this: ##d^2\left(a-R_o\right)^2m_n^4-2d^2\left(a-R_o\right)\left(da-R_o\right)m_n^3+\left(\left(a-R_o\right)^2+d^2\left(da-R_o\right)^2-e^4a^2\right)m_n^2-2\left(a-R_o\right)\left(da-R_o\right)m_n##...

Yes, and I considered that too. If ##m_n=1## then the normal line *is* the 45-degree line, which certainly makes the math easier. However, if that's the case then there isn't a solution for every choice of ##e,R_i##, and ##R_o##. In fact I don't know if there's a solution for any choice of those...

I was asked to look at a problem (not homework) in which a tangent ellipse is to be found for a circle. This puzzle is turning out to be more than I bargained for. See the attached image because hey, a picture's worth a thousand words. The givens in this problem are to be the radius ##R_i## of...

I was just thinking u-substitution. u=2x+1, so x=(u-1)/2 and dx=du/2. Seems like less of a hassle to me because you need 2 u-substitutions in your integration by parts anyway.

It works now.

Looks like it. I just clicked the button to create a thread in a couple other forums and it worked. And I created this thread after saving the draft in General Math.

Hmmmm...I let 24 hours go by in the hopes that that saved draft would have elapsed, but it's still got a choke hold on my thread-starting ability in General Math.

Yep, it's really me! I haven't been gone so long that I forgot my password, but long enough to be bamboozled by the new features.

Alrighty.

I tried it and no dice. I also tried using a different browser on the same computer and got the same error message. There's no reply box because there's no thread. I started typing, realized that I needed a file that's on another computer, saved my thread as a draft, went to the other...