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risked
2013 May 20
1
How to fit a normal inverse gaussian distribution to my data using optim
Dear R Help
Please forgive my lack of knowledge,.I would be very thankful for some help.
Here is 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 v...