[R-sig-finance] Distribution Fitting

L.Isella L.Isella at myrealbox.com
Sun Apr 23 23:11:12 CEST 2006


Dear All,
I am experiencing some problems in fitting a trimodal distribution (which should be thought as a sum of three Gaussian distributions) using the nls function for nonlinear fittings.
As a test, just consider the very simple code:

rm(list=ls());
mydata<-rnorm(10000,0,4);
mydens<-density(mydata,kernel="gaussian");
y1<-mydens$y;
x1<-mydens$x;
myfit<-nls(y1~A*exp(-x1^2/sig));


which I use to get the empirical density (as I would from real experimental data) and test it against a Gaussian ansatz.
Well, either R always crashes for a segmentation fault and I have to restart it manually or I get this output:

Error in match.call(definition, call, expand.dots) :
'.Primitiv�i�d�������������...' is not a function

Am I missing the obvious or is there some bug in my R build?
Many thanks



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