Displaying 2 results from an estimated 2 matches for "qstablefit".
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stablefit
2008 Sep 24
0
Trouble understanding the behaviour of stableFit(fBasics)
Can anyone explain such different output:
> stableFit(s,alpha = 1.75, beta = 0, gamma = 1, delta = 0,
+ type = c("q", "mle"), doplot = TRUE, trace = FALSE, title = NULL,
+ description = NULL)
Title:
Stable Parameter Estimation
Call:
.qStableFit(x = x, doplot = doplot, title = title, description =
description)
Model:
Student-t Distribution
Estimated Parameter(s):
alpha beta gamma delta
1.5340000 0.2750000 0.3211991 -0.9922306
Description:
Tue Sep 23 22:18:44 2008 by user: Ted
> refdata18 = read.csv("...
2007 Jul 05
0
about stableFit() and hypFit() of fBasics package
...ableFit(), 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
Call:
.qStableFit(x = x, doplot = doplot, title = title, description = description)
Model:
Student-t Distribution
Estimated Parameter(s):
alpha beta gamma delta
NA NA NA NA
======================================
first, this is stable distribution, but in "Model", it's always Student...