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? __________ Information from ESET Smart Security, version of virus signature database 4786 (20100119) __________ The message was checked by ESET Smart Security. http://www.eset.com __________ Information from ESET Smart Security, version of virus signature database 4786 (20100119) __________ The message was checked by ESET Smart Security. http://www.eset.com [[alternative HTML version deleted]]