[R-sig-finance] R-sig-finance Digest, Vol 23, Issue 14

[Lorenzo Isella]

Apologies for these emails.
I had some troubles with my account a few days ago and I thought I was
not able to send anything to the mailing list.

Lorenzo

On 4/27/06, r-sig-finance-request at stat.math.ethz.ch
<r-sig-finance-request at stat.math.ethz.ch> wrote:
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> Today's Topics:
>
>    1. Distribution Fitting (L.Isella)
>    2. Distribution Fitting (L.Isella)
>    3. Distribution Fitting (L.Isella)
>    4. Distribution Fitting (L.Isella)
>
>
> ----------------------------------------------------------------------
>
> Message: 1
> Date: Sun, 23 Apr 2006 20:02:28 +0000
> From: "L.Isella" <L.Isella at myrealbox.com>
> Subject: [R-sig-finance] Distribution Fitting
> To: r-sig-finance at stat.math.ethz.ch
> Message-ID: <1145822548.c819659cL.Isella at myrealbox.com>
> Content-Type: text/plain; charset="UTF-8"
>
> 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
>
> Lorenzo
>
>
>
> ------------------------------
>
> Message: 2
> Date: Sun, 23 Apr 2006 20:08:25 +0000
> From: "L.Isella" <L.Isella at myrealbox.com>
> Subject: [R-sig-finance] Distribution Fitting
> To: r-sig-finance at stat.math.ethz.ch
> Message-ID: <1145822905.c810c0bcL.Isella at myrealbox.com>
> Content-Type: text/plain; charset="UTF-8"
>
> 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
>
> Lorenzo
>
>
>
> ------------------------------
>
> Message: 3
> Date: Sun, 23 Apr 2006 20:17:23 +0000
> From: "L.Isella" <L.Isella at myrealbox.com>
> Subject: [R-sig-finance] Distribution Fitting
> To: r-sig-finance at stat.math.ethz.ch
> Message-ID: <1145823443.c819659cL.Isella at myrealbox.com>
> Content-Type: text/plain; charset="UTF-8"
>
> 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
>
> Lorenzo
>
>
>
> ------------------------------
>
> Message: 4
> Date: Sun, 23 Apr 2006 21:11:12 +0000
> From: "L.Isella" <L.Isella at myrealbox.com>
> Subject: [R-sig-finance] Distribution Fitting
> To: r-sig-finance at stat.math.ethz.ch
> Message-ID: <1145826672.c800765cL.Isella at myrealbox.com>
> Content-Type: text/plain; charset="UTF-8"
>
> 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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> R-sig-finance at stat.math.ethz.ch
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>
> End of R-sig-finance Digest, Vol 23, Issue 14
> *********************************************
>