search for: hyperbole

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.

Hi, I want to fit standardized generalized hyperbolic distribution to my data. I am aware, that I can do this with the dsgh command of the fBasics package along with the optim command. My problem is, that I also want to have a derivation of it. So I need the theory behind it, i.e. I need the formula of the probability density function which they use and the derivation of it. I thought about

Hi, I want to fit a standardized generalized hyperbolic distribution to my data. I am aware, that I can do this with the dsgh command of the fBasics package along with the optim command. My problem is, that I also want to have a derivation of it. So I need the theory behind it, i.e. I need the formula of the probability density function which they use and the derivation of it. I thought about

>>>>> Rodrigo Zepeda <rzepeda17 at gmail.com> >>>>> on Fri, 17 Mar 2017 12:56:06 -0600 writes: > Dear all, > We seem to have found a "strange" behaviour in the hyperbolic tangent > function tanh on Windows. > When running tanh(356 + 0i) the Windows result is NaN + 0.i while on Mac > the result is 1 + 0i. It

Dear R People: There is a function from the fBasics library to get the probability and quantiles for the hyperbolic probability function. Is there one that will estimate parms of the hyperbolic probability function from a data set, please? Thanks in advance! Sincerely, Erin Hodgess mailto: hodgess at gator.uhd.edu R Version 2.0.1 windows

Dear all, We seem to have found a "strange" behaviour in the hyperbolic tangent function tanh on Windows. When running tanh(356 + 0i) the Windows result is NaN + 0.i while on Mac the result is 1 + 0i. It doesn't seem to be a floating point error because on Mac it is possible to run arbitrarily large numbers (say tanh(

I created a EM algorithm for Generalized hyperbolic distribution. I want to estimate mutheldaplus, sigmatheldaplus, betasigmaplus in my code. After getting use these value , then my iteration have to be begin of this code. But I can not to do iteration part. Can you help me use my code and get iteration ? Do know any useful code for EM algorithm for Generalized Hyperbolic library(QRMlib)

For future reference: https://sourceforge.net/p/mingw-w64/mailman/message/35747206/ On Wed, Mar 22, 2017 at 2:12 PM, Jeroen Ooms <jeroenooms at gmail.com> wrote: > This looks like a bug in mingw-w64 CRT. The problem can be produced > with C++ without R: > > #include <iostream> > #include <cmath> > #include <complex> > > int main(){ >

I have got a data set that is Gross Primary Productivity ~ Total Suspended Solids it is a hyperbola just like: plot(1/c(1:1000)) how do I model this relationship so that I can get all of the neat things that lm gives residuals etc. etc. so that I can see if my eyeball model stands up. Thanks for any help, pointers, or good things to read. -- Stephen Sefick Research Scientist Southeastern

Dear all Currently, I'm implementing the generalized hyperbolic distribution into Splus. Unfortunately the Bessel function is not implemented in Splus. In R the Bessel function does exist but it is an internal function and I'm not able to look at the code. Is there any possibility to see the code of the Bessel function in R or does anybody has an implementation of the Bessel function in

Hi team, I am facing issues with PearsonIV distribution fitting in R. I am applying Hyperbolic and PearsonIV distributions on the equity returns in UK over a period of 30 years. For the same data set i am getting strikingly different results under which Hyperbolic distribution does produce negative percentiles of the return after fitting but PearsonIV distribution does not. I think there is an

...fert at anl.gov> wrote: > Hi Bill, > > On 01/07, Bill Wendling via llvm-dev wrote: > > Then perhaps those opposed could suggest how to use Phabricator/Arcanist > so > > that I don't throw my keyboard through my monitor? > > Please explain your problems, w/o the hyperbole, so people can actually do > that. > > It's not hyperbole, but fine. How do you use it to keep multiple, related changes in order? The interface for reviewing and responding to reviews is horrific, e.g. quoting text from a review is rather bad, the email it sends is badly formatted and...

Hi, I want to calculate the Value at Risk with using some distirbutions and a volatility model. I use the following data(http://uploadeasy.net/upload/cdm3n.rar) which are losses (negative returns) of a company of approx. the last 10 years. So I want to calculated the Value at Risk, this is nothing else than the quantile. Since I have losses I consider the right tail of the distribution. Consider

Then perhaps those opposed could suggest how to use Phabricator/Arcanist so that I don't throw my keyboard through my monitor? -bw On Tue, Jan 7, 2020 at 4:33 PM Finkel, Hal J. <hfinkel at anl.gov> wrote: > > On 1/7/20 6:17 PM, Bill Wendling wrote: > > What was the verdict? Any plans to move? I hate coding anything knowing > that I'll have to use Phabricator.

Dear R users, I'm trying to fit stable distribution and hyperbolic distribution to my data using stableFit(), and hypFit() of fBasics. However, there are some problems This is the result ====================================== > stableFit(lm, alpha = 1, beta = 0, gamma = 1, delta = 0, doplot = TRUE, trace = FALSE, title = NULL, description = NULL) Title: Stable Parameter Estimation

...; > >> On 01/07, Bill Wendling via llvm-dev wrote: > >> > Then perhaps those opposed could suggest how to use > Phabricator/Arcanist so > >> > that I don't throw my keyboard through my monitor? > >> > >> Please explain your problems, w/o the hyperbole, so people can actually > do that. > >> > > It's not hyperbole, but fine. How do you use it to keep multiple, > related changes in order? > > You can use parent/child revisions. Phabricator encourages a > patches-based approach with small changes. For me that corr...

...gt;>> >>> On 01/07, Bill Wendling via llvm-dev wrote: >>>> Then perhaps those opposed could suggest how to use Phabricator/Arcanist so >>>> that I don't throw my keyboard through my monitor? >>> >>> Please explain your problems, w/o the hyperbole, so people can actually do that. >>> >> It's not hyperbole, but fine. How do you use it to keep multiple, related changes in order? > > You can use parent/child revisions. Phabricator encourages a > patches-based approach with small changes. For me that corresponds to...

Ok, I try it again with plain text, with a simple R code example and just sending it to the r list and you move it to sig finance if it is necessary. I try to be as detailed as possible. I want to fit a distribution to my financial data using a volatility model to estimate the VaR. So in case of a normal distribution, this would be very easy, I assume the returns to follow a normal distribution

Chandler, I am not a “politically correct” person, never have been, never will be. If you are waiting for me to make a politically incorrect statement so you can jump on it, let me assure you that you will never be disappointed. But if that’s all you do then you and llvm lose out. If you want to actually help llvm move forward then you should judge what I say based on its merit,

Hi, I try to understand how the generalized hyperbolic distribution is standardized. One reference is the rugarch vignette, page 16-18: http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf I looked at the code of the dsgh function in the fBasics package: > dsgh function (x, zeta = 1, rho = 0, lambda = 1, log = FALSE) { if (length(zeta) == 3) {