Displaying 1 result from an estimated 1 matches for "scottulman".
2009 Jul 02
1
Quantitative Risk Management by McNeil
Dear Specialists in R,
May be somebody has experiment in using pakage for the book Quantitative
Risk Management by McNeil?
This package is writen in R.
I have run this package for fitting the data to Nornal Inverse Gaussian
distribution and fased with following problem.
> Return<-read.csv("data.csv")
> Transpose<-t(Return)
> fit.NH(Transpose, case="NIG",