On 01/30/2014 08:20 PM, Mark Knecht wrote:
On Thu, Jan 30, 2014 at 5:41 PM, Mohammad Nikzad <[email protected]> wrote:
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
The sos package could help you. Running
findFn("mst.mle")
says it's part of a package called "sn".
The 'sn' package recently changed on CRAN, breaking backwards
compatibility in basically all of its functions, and departing from the
standardized format of most R distribution p,d,q,r and fitting
functions in favor of a more mathematical notation, without providing
wrappers to the old functions or useful transition documentation.
We're currently working on replacing 'sn' with another source for the
skewed Student's-t distributions in packages we maintain as well.
Regards,
Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.
