[R-SIG-Finance] Error on "fBasics::dstable"

[Shiazy Fuzzy]

On 8/26/07, Shiazy Fuzzy <shiazy at gmail.com> wrote:
> On 8/26/07, Shiazy Fuzzy <shiazy at gmail.com> wrote:
> > Hi,
> >
> > I get this error on fBasics::dstable function:
> >
> > --- [CUT HERE] ---
> > Error in dstable(y, alpha = alpha, beta = beta, gamma = gamma, delta =
> > delta) : object "result" not found
> > --- [/CUT HERE] ---
> >
> > Looking at the code ("2A-StableDistribution.R"), it seems it is
> > sufficient to add an initialization instruction, for instance, at line
> > 442:
> >
> > --- [CUT HERE] ---
> >     result = 0; # ADDED INITIALIZATION
> >     # Special Cases:
> >     if (alpha == 2) {
> >         result = dnorm(x, mean = 0, sd = sqrt(2))
> >     }
> >     if (alpha == 1 & beta == 0) {
> >         result = dcauchy(x)
> >     }
> > --- [/CUT HERE] ---
> >
> > Furthermore, I think the test on "beta" ("... & abs(beta) <= 1") at
> > line 454 is useless because of test at lines 425 and 426 ("if (beta  <
> > -1) ...." and "if (beta  > -1) ...", respectively).
> >
> > My system is:
> > CPU: AMD Turion x2 TL-52
> > RAM: 1GB
> > OS: Fedora 7 x86_64
> > R: v. 2.5.1
> > fBasics. fCalendar, fEcofin: v. 251.70
> >
> > Sincerely,
> >
> > -- Marco
> >
>
> Here is a reproducible example:
>
> --- [CUT HERE] ---
> library(fBasics);
> x <- c( 492408, 1897, 66795, 4014, 14, 11, 5770, 4284, 672, 50, 769,
> 21, 28, 13, 76, 29, 37, 28, 114, 63, 1479, 166, 999, 117, 8, 14, 206,
> 231, 85, 74684, 1130, 475, 657, 27, 230, 607, 1460, 116, 125, 2058,
> 3413, 69110, 20, 43, 406, 147, 314, 69, 310, 21, 1059, 986 );
> stableFit( x,type=c("mle"),doplot=F );
> --- [/CUT HERE] ---
>
> With the above corrections, the problem seems to be partially solved
> ... Partially because I found out if you specifiy 'doplot = TRUE', the
> same error happens in "qstable"  method:
>
> --- [CUT HERE] ---
> Error in qstable(0.01, alpha, beta) : object "result" not found
> --- [/CUT HERE] ---
>
> Note this error appears only if you have already corrected the
> "dstable" method; otherwise execution stops before.
> I've tried to fix it with the same kind of corrections done for
> "dstable" (added "result=NULL;" to line 767. However, I got a new
> error (in place of the above):
>
> --- [CUT HERE] ---
> Error in if (from == to) rep.int(from, length.out) else as.vector(c(from,  :
>         argument is of length zero
> --- [/CUT HERE] ---
>
> Let me know if there's a better solution or if I'm wrong.
>
> Thank you so much!
>
> Sincerely,
>
> -- Marco
>

Hmmm ... another error, this time in "pstable":

--- [CUT HERE] ---
Error in attr(ans, "control") = cbind.data.frame(dist = "stable",
alpha = alpha,  :
        attempt to set an attribute on NULL
--- [/CUT HERE] ---

To reproduce:
--- [CUT HERE] ---
library(fBasics);
x <- c( 492408, 1897, 66795, 4014, 14, 11, 5770, 4284, 672, 50, 769,
21, 28, 13, 76, 29, 37, 28, 114, 63, 1479, 166, 999, 117, 8, 14, 206,
231, 85, 74684, 1130, 475, 657, 27, 230, 607, 1460, 116, 125, 2058,
3413, 69110, 20, 43, 406, 147, 314, 69, 310, 21, 1059, 986 );
fit <- stableFit( x,type=c("mle"),doplot=F );
pstable( x, alpha=fit at fit$estimate["alpha"],
beta=fit at fit$estimate["beta"], gamma=fit at fit$estimate["gamma"],
delta=fit at fit$estimate["delta"] );
--- [/CUT HERE] ---

-- Marco