[R-SIG-Finance] stableFit

tzygmund mcfarlane tzygmund at googlemail.com
Thu Sep 17 17:31:46 CEST 2009


A quick question about stableFit() in the fBasics package. Is it
possible to constrain the gamma and delta parameters and only estimate
the alpha and beta parameters? I tried:

##################
set.seed(1953)
r = rstable(n = 1000, alpha = 1.9, beta = 0.3)
stableFit(r, gamma=1, delta=0, type=c("q", "mle"), doplot=TRUE, trace=TRUE)
##################

but that seems to estimate the gamma and delta as well.

Thanks



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