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?


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