Hi,
I'm trying to fit a hidden Markov model (mixture of Gaussians) to stock prices
(Open, High, Low, Close) data.
Here's my code:
#First download the data with package TTR
library(TTR)
n <- 200
data <- getYahooData("GOOG", strftime(as.POSIXlt(Sys.time() -
n*24*3600),format="%Y%m%d"))
keep <- c("Open","High","Low","Close")
data2 <- data[,keep]
#Now fit the Hidden Markov Model
library(RHmm);
HMMFit(data2, nStates=4, nMixt=3,dis="MIXTURE")
The HMMFit function returns usually an error (every once in a while it actually
works, but if I run the command again it'll give the error)
Rgui.exe-Application Error
The instruction at "0x00530057" referenced memory at "0x00530057". The memory
could not be "read".
How can I work around this error and estimate my hidden Markov model parameters?
__________ Information from ESET Smart Security, version of virus signature
database 4786 (20100119) __________
The message was checked by ESET Smart Security.
http://www.eset.com
__________ Information from ESET Smart Security, version of virus signature
database 4786 (20100119) __________
The message was checked by ESET Smart Security.
http://www.eset.com
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
