[R] Generalized Hyperbolic distribution

[David Winsemius]

On May 6, 2011, at 5:17 PM, claire wrote:

> How to use the package generalized hyperbolic distribution in order to
> estimate the four parameters in the NIG-distribution? I have a data  
> material
> with stock returns that I want to fit the parameters to.

On StackOverfolw you have already been told:
"The ghyp package has functions fit.NIGuv (for univariate data) and a  
fit.NIGmv (for multivariate) data, and it's all very clearly described  
in the doc for the package. Did you look at it or try it out?"
by ... – Prasad Chalasani

Why are you now cross-posting this question here?

-- 

David Winsemius, MD
West Hartford, CT