Displaying 12 results from an estimated 12 matches similar to: "about stableFit() and hypFit() of fBasics package"
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
2012 Jan 27
1
how to install the fbasics and use stablefit function?
hi, I have installed the fbasics package. And when I wrote "?stablefit", it
says 'No documentation for 'stablefit' in specified packages and libraries'.
When I tried "??stablefit", it showed that the stablefit is in
fBasics::Distributionfit. However, I have installed the fbasics package. I
don't know how to solve this problem.
Could anyone help me?
Thank
2008 Oct 15
1
stablefit can fit the parameters of a truncated normal distribution?
I'm using stableFit from the package fBasics to estimate the parameters of a
truncated normal distribution (I'm interested in the parameters of the
underlying normal distribution). It is correct to generalize this truncated
normal distribution as a stable distribution ?
Thanks
David
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2004 Nov 22
2
rhyp function from fBasics
Dear R People:
There is a function from the fBasics library to get the probability
and quantiles for the hyperbolic probability function.
Is there one that will estimate parms of the hyperbolic probability
function from a data set, please?
Thanks in advance!
Sincerely,
Erin Hodgess
mailto: hodgess at gator.uhd.edu
R Version 2.0.1 windows
2005 Apr 22
0
fBasics question: Get dates corresponding to maximum values
fBasics question: Get maximum dates
Hello,
This two series data set has been created with the timeSeries() function
from fBasics
>str(total)
Formal class 'timeSeries' [package "fBasics"] with 7 slots
..@ Data : num [1:262, 1:2] 8703 8603 8573 8680 8668 ...
.. ..- attr(*, "dimnames")=List of 2
.. .. ..$ : chr [1:262] "2004-04-19 01:00:00"
2008 Sep 09
1
fBasics package: dnig
Hi,
I am trying to calculate probability density of normal inverse gaussian distribution. I am using dnig function of fBasics package. However, I am getting following result. The density at x = 0.003042866 is:
> dnig(x= 0.003042866, alpha=5.184868, beta= 0.11841, delta= 0.06038513, mu= -0.0003520626)
[1] 6.550251
I am not sure why it is 6.550251. Can anyone tell me why density is more than
2010 Nov 20
1
installimg fBasics SuSe 11.3 64bit
Hello,
I've been trying to install the fBasics package on an openSuSe 11.3
64bit machine.
It gives an error saying:
WARNING: *R* *include* *directory* *is* *empty* -- *perhaps* *need* *to*
*install* *R*-*devel*.*rpm* *or* similar
Yet, R-devel is installed. Other packages work fine. I also tried
different ways to install...install.packages() and R CMD INSTALL...
The complete message is
2005 Dec 01
2
about comparison of KURTOSIS in package: moments and fBasics
Hello
I do not know very much about statistics (and English language too :-( ),
then I come in search of a clarification (explanation):
I found two distinct results on KURTOSIS and
I do not know which of them is the correct one.
Any aid will be welcome!
klebyn
################ CODE
rnorm(1000) -> x
library(moments)
kurtosis(x)
skewness(x)
detach("package:moments")
2008 Jul 06
2
Hi~problem with the two sample test: ks2Test in the package of fbasics
Hi everyone, when I use the two sample Kolmogorov¨CSmirnov ks2Test like this:
x=read.table("e:/x.txt")
y=rstable(1000,alpha,beta,gamma,delta)
I alway get results as follows:
Warning messages:
1: In ks.test(x = x, y = y, alternative = "two.sided") :
cannot compute correct p-values with ties
2: In ks.test(x = x, y = y, exact = TRUE, alternative = "two.sided")
2008 May 21
3
Problem with R or fBasics Package (PR#11495)
I have a problem wirh R: After loding fBasics packages log funtion doesn't
work like as fallow:
Cenap ERDEMIR
Hacettepe University
Turkey
> log(20)
[1] 2.995732
> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: fImport
Loading required package: fSeries
Loading required package: robustbase
2008 Sep 30
0
error in fBasics package
When I try to load "fBasics" package, I get following error/warning :
> library(fBasics)
Loading required package: fImport
Loading required package: fSeries
Loading required package: fBasics
Loading required package: fImport
Loading required package: fSeries
Loading required package: fBasics
Loading required package: fImport
Loading required package: fSeries
Loading required package:
2007 Mar 26
0
The Hurst Exponent in fBasic
Dear R users,
The function lmacfPlot( ) in fBasics, returns a list including the Hurst Exponent. I get sometimes a value for Hurst Exponent using lmacfPlot bigger than 1 which is theoretically incorrect. What could be reason ?
From the related documents, I could not find how the Hurst Exponent in lmacfPlot is estimated. Could you please say how it is estimated here?
Thank you so