Displaying 1 result from an estimated 1 matches for "msci_usa".
2013 May 20
1
How to fit a normal inverse gaussian distribution to my data using optim
...f 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, 0.1, 1.2000001, -2)
ubs<- c(...