[R] Quantitative Risk Management by McNeil

Dear Specialists in R, May be somebody has experiment in using pakage for the book Quantitative Risk Management by McNeil? This package is writen in R. I have run this package for fitting the data to Nornal Inverse Gaussian distribution and fased with following problem. > Return<-read.csv("data

Re: [R] Quantitative Risk Management by McNeil

Dear Andriy: 1. The help file for "fit.NH" says the first argument should be a "vector of data". Consider the following modification of the example on that help page: > rs <- matrix(rseries, 10, 202, dimnames=list(letters[1:10], 1:202)) > rs. <- fit.NH(rs) Error: cannot allocate