How to use the package generalized hyperbolic distribution in order to estimate the four parameters in the NIG-distribution? I have a data material with stock returns that I want to fit the parameters to. -- View this message in context: http://r.789695.n4.nabble.com/Generalized-Hyperbolic-distribution-tp3504369p3504369.html Sent from the R help mailing list archive at Nabble.com.
On May 6, 2011, at 5:17 PM, claire wrote:> How to use the package generalized hyperbolic distribution in order to > estimate the four parameters in the NIG-distribution? I have a data > material > with stock returns that I want to fit the parameters to.On StackOverfolw you have already been told: "The ghyp package has functions fit.NIGuv (for univariate data) and a fit.NIGmv (for multivariate) data, and it's all very clearly described in the doc for the package. Did you look at it or try it out?" by ... ? Prasad Chalasani Why are you now cross-posting this question here? -- David Winsemius, MD West Hartford, CT
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