Re: [R] Issues with PearsonIV distribution

Hi Michael, I am using the same version contributed by Martin Backer. I have been in touch with him via email as well. He said yesterday that he can help me with it but is busy for some time. This distribution function does not behave properly as can be seen in the attached spreadsheet. Check sh

[R] Issues with PearsonIV distribution

Hi team, I am facing issues with PearsonIV distribution fitting in R. I am applying Hyperbolic and PearsonIV distributions on the equity returns in UK over a period of 30 years. For the same data set i am getting strikingly different results under which Hyperbolic distribution does produce negati