search for: generalizedhyperbolic

Displaying 5 results from an estimated 5 matches for "generalizedhyperbolic".

2012 Jun 10
4
generating random samples of IG distribution
Dear R users, I want to generating random samples from Inverse Gaussian distribution . How can I do? and what package should I install? Thanks. Shirin [[alternative HTML version deleted]]
2013 May 20
1
How to fit a normal inverse gaussian distribution to my data using optim
...my problem: I was using optim to estimate parameters of a model and I get this error message "Error in optim(x0, fn = riskll, method = "L-BFGS-B", lower = lbs, upper = ubs, : L-BFGS-B needs finite values of 'fn'" Below is the R code I have written. library('GeneralizedHyperbolic') data=read.table(file="MSCI_USA.csv",sep=',',header=T) data=data[1:8173,] #starting value x0 <- c(-0.011,0.146, 0.013, 0.639, 0.059,0.939, -0.144 , 1.187, 1.601, -0.001) #lower bound and upper bound lbs <- c(-5, -5, -5, -0.99999, 0.00001, 0, -1,...
2010 Mar 14
3
CRAN (and crantastic) updates this week
...t the data from a graph by providing calibration points * DistributionUtils (0.1-0) David Scott http://crantastic.org/packages/DistributionUtils This package contains utilities which are of use in the packages I have developed for dealing with distributions. Currently these packages are GeneralizedHyperbolic, VarianceGamma, and SkewHyperbolic. Additional packages are under development. Each of these packages requires DistributionUtils. Functionality includes sample skewness and kurtosis, log-histogram, moments by integration, changing the pint about which a moment is calculated, functions for...
2011 Jan 13
1
Fitting an Inverse Gamma Distribution
http://r.789695.n4.nabble.com/file/n3216865/Inverse_Gamma.png Hello, I am seeking help in estimating the parameters of an inverse gamma distribution (from the 'actuar' package) using a function like 'fitdistr'. Unfortunately I haven't found such a package using findFn('fit Inverse Gamma') from the 'sos' package and was therefore hoping someone might be aware
2012 Apr 15
6
CRAN (and crantastic) updates this week
...), coefplot (1.1.7), coloc (1.08), CompRandFld (1.0.2), ConjointChecks (0.0.7), copula (0.99-1), crawl (1.3-4), deseasonalize (1.03), digeR (1.3), DistributionUtils (0.5-1), effects (2.1-1), elec.strat (0.1.1), ElemStatLearn (2012.04-0), EVER (1.2), evtree (0.1-2), fanovaGraph (1.1), gbm (1.6-3.2), GeneralizedHyperbolic (0.8-0), GGEBiplotGUI (1.0-1), ggmap (2.0), growcurves (0.1.1), gWidgetsRGtk2 (0.0-81), hash (2.1.0.1), HiddenMarkov (1.7-0), ISIPTA (0.1-7), lavaan (0.4-13), lcmm (1.5.1), lifecontingencies (0.9.2), LIHNPSD (0.2.1), LMERConvenienceFunctions (1.6.8.2), markdown (0.4), medAdherence (1.03), MKmisc (0...