Displaying 4 results from an estimated 4 matches for "normfit".
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2007 Dec 20
1
Computing normal conf.intervals
Hi everybody,
I wonder if there is a built-in function similar to Matlab's "normfit"
which computes 95% CI based on the normality assumption.
So, I have a vector of values and I want to calculate 95% normal CI.
Of course, I could write my own function, no problem, but I still
wonder if built-in functionality exists. (I wish quantile() had this
functionality included).
Anyone...
2008 Oct 21
5
how to plot the histogram and the curve in the same graph
i want to plot the histogram and the curve in the same graph.if i have a set
of data ,i plot the histogram and also want to see what distribution it
was.So i want to plot the curve to know what distribution it like.
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2006 Nov 22
2
problems with garchFit
...t;- sp500[,2] #only adjusted close
n <- length(sp500)
logr <- log(sp500[1:n-1] / sp500[2:n])
acf(logr)
ar5 <- arima(logr, order = c(5, 0, 0), include.mean = T)
logr<- ar5$res
acf(logr)
#fit GARCH distribution
hist(logr, freq = F, ylim = c(0, 12), breaks = 'FD')
norm_fit <- normFit(logr)
curve(dnorm(x, norm_fit$est[1], norm_fit$est[2]), -.15, .15, add = TRUE,
col=2)
t_fit <- stdFit(logr)
curve(dstd(x, t_fit$est[1], t_fit$est[2], t_fit$est[3]), -.15, .15, add =
TRUE, col=6)
snorm_fit <- snormFit(logr)
curve(dsnorm(x, snorm_fit$est[1], snorm_fit$est[2], snorm_fit$est[3]...
2006 Nov 22
0
questions about garchFit
...#only adjusted close
n <- length(sp500)
logr <- log(sp500[1:n-1] / sp500[2:n])
acf(logr)
ar5 <- arima(logr, order = c(5, 0, 0), include.mean = T)
logr<- ar5$res #remove mean
acf(logr)
#fit GARCH distribution
hist(logr, freq = F, ylim = c(0, 12), breaks = 'FD')
norm_fit <- normFit(logr)
curve(dnorm(x, norm_fit$est[1], norm_fit$est[2]), -.15, .15, add = TRUE,
col=2)
t_fit <- stdFit(logr)
curve(dstd(x, t_fit$est[1], t_fit$est[2], t_fit$est[3]), -.15, .15, add =
TRUE, col=6)
snorm_fit <- snormFit(logr)
curve(dsnorm(x, snorm_fit$est[1], snorm_fit$est[2], snorm_fit$est[3]...