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WilsonMongwe / server.R
Created September 23, 2017 05:51
A Random Forest Test For Jumps
# Load packages ----
library(shiny)
library(quantmod)
library(randomForest)
### The simulation functions
simulateJump=function(mu_,ss_,lambda_,mu2_,sigma_,TotalTime,delta,compare,size)
{
Sn=0
@WilsonMongwe
WilsonMongwe / server.R
Created August 27, 2017 08:52
Server file
library(shiny)
library(RQuantLib)
shinyServer(function(input, output) {
## The model class is the backbone of thsi application
#### Author: Wilson Mongwe
#### Date: 05/10/2015
#### Website: www.wilsonmongwe.co.za
#### Title: Training the nueral network for the jump test
#### This code tests fro the presence of jumps using nueral networks
#### Training the neural network #####
@WilsonMongwe
WilsonMongwe / MixtureGaussians.R
Last active September 25, 2017 05:00
Mixture of Gaussians
#### Author: Wilson Mongwe
#### Date: 21/06/2015
#### Website: www.wilsonmongwe.co.za
#### Title: This code is for implementing the EM algorithm to estimate paramters from a mixture
#### of three normal distributions.
########################### Simulating the population data #############################
N= 10000 ### Number of draws from the mixture
normals= 3 ### number of normals in the mixture. We have chosen to use 3 in this example.
@WilsonMongwe
WilsonMongwe / CoinTossing.R
Last active August 29, 2015 14:24
Coin Tossing
#### Author: Wilson Mongwe
#### Date: 21/06/2015
#### Website: www.wilsonmongwe.co.za
#### Title: Implementing the EM algorithm to the coin tossing example
####################### Simulating the population data #########################
N= 10000
numberOfCOins=2
components = sample(1:numberOfCOins,prob=c(0.45,0.55),size=N,replace=TRUE)
thetas= c(0.7,0.2) ### probablity of obtaining a head on Coin 2 and Coin 3 respectively