Xirisx
2011-Apr-19 11:11 UTC
[R] RHmm, mixture of gaussians, memory could not be "read" error
Hi,
I'm trying to fit a hidden Markov model (mixture of Gaussians) to stock
prices (Open, High, Low, Close) data.
Here's my code:
#First download the data with package TTR
library(TTR)
n <- 200
data <- getYahooData("GOOG", strftime(as.POSIXlt(Sys.time() -
n*24*3600),format="%Y%m%d"))
keep <-
c("Open","High","Low","Close")
data2 <- data[,keep]
#Now fit the Hidden Markov Model
library(RHmm);
HMMFit(data2, nStates=4, nMixt=3,dis="MIXTURE")
The HMMFit function returns usually an error (every once in a while it actually
works, but if I run the command again it'll give the error)
Rgui.exe-Application Error
The instruction at "0x00530057" referenced memory at
"0x00530057". The memory could not be "read".
How can I work around this error and estimate my hidden Markov model parameters?
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