Dear Sir/Madam
I get an error when I run a assetsFit function of fPortfolio package.
You just need to load the fPortfolio package and run this command to get
the same error that I get. The only fitting method that works is "norm"
function.The "snorm" and "st" methods give error.
library(fPortfolio)
fit <- assetsFit(LPP2005.RET[, 1:3], method = "st")
Error in .mvstFit(x = x, fixed.df = fixed.df, trace = trace, ...) :
could not find function "mst.mle"
Thank you in advance for your help.
Best,
Arsa Nikzad
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