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...ally, with my own loops and so. > Afterwards, I want to compare it to the normalmixEM output of mixtools > package. > > Since the notation is very advanced, I used LaTex and attached the two > screenshots I also attached the data. Alternatively, the data can be found > here:http://uploadeasy.net/upload/py6j4.rar and the screenshots here: > http://uploadeasy.net/upload/9i04.PNG > http://uploadeasy.net/upload/vloku.PNG > > I want to fit two gaussian mixtures. > > My main question is: Did I implement the EM algorithm correctly? It does > not work, because I get such o...

Hi, I want to calculate the Value at Risk with using some distirbutions and a volatility model. I use the following data(http://uploadeasy.net/upload/cdm3n.rar) which are losses (negative returns) of a company of approx. the last 10 years. So I want to calculated the Value at Risk, this is nothing else than the quantile. Since I have losses I consider the right tail of the distribution. Consider a first simple example, I assume the r...

I fitted a gaussian mixture to my financial data. The data can be found here: http://uploadeasy.net/upload/32xzq.rar I look at the density with plot(density(dat),col="red",lwd=2) this has a skew of library(e1071) skewness(dat) -0.1284311 Now, I fit a gaussian mixture according to: f(l)=πϕ(l;μ1,σ21)+(1−π)ϕ(l;μ2,σ22) with: datnormalmixturegaussian<-normalmixEM(dat,lambda=...

Hi, I want to format my axis in my persp3d plot. With my data, which I attached I created a persp3d plot with the following code, which I summarized from different code snippets I found: library(rugarch)library(rgl)library(fGarch)fd <-as.data.frame(modelfit,which ='density')color <-rgb(85,141,85,maxColorValue=255)x <-seq(-0.2,0.2,length=100)y <-c(1:2318)f