[R-SIG-Finance] Errors in assetsFit function of fPortfolio package

[Mark Knecht]

On Thu, Jan 30, 2014 at 5:41 PM, Mohammad Nikzad <mnikzad at willamette.edu> wrote:
> Dear Sir/Madam
>
> I get an error when I run a assetsFit function of fPortfolio package.
>
> You just need to load the fPortfolio package and run this command to get
> the same error that I get. The only fitting method that works is "norm"
> function.The "snorm" and "st" methods give error.
>
> library(fPortfolio)
> fit <- assetsFit(LPP2005.RET[, 1:3], method = "st")
>
> Error in .mvstFit(x = x, fixed.df = fixed.df, trace = trace, ...) :
> could not find function "mst.mle"
>
> Thank you in advance for your help.
>
> Best,
>
> Arsa Nikzad


The sos package could help you. Running

findFn("mst.mle")

says it's part of a package called "sn".

HTH,
Mark