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

[Enrico Schumann]

On Fri, 31 Jan 2014, Mohammad Nikzad <mnikzad at willamette.edu> writes:

> 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
>

I cannot reproduce this error.  If you suspect a bug in the package,
then you should contact the package maintainer.  But please provide more
information -- at the minimum, send the output of ?sessionInfo.  Here is
mine:

> sessionInfo()
R version 3.0.2 (2013-09-25)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_GB.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_GB.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_GB.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] fPortfolio_2130.80 fAssets_2110.79    fCopulae_3000.79   sn_0.4-18         
 [5] mnormt_1.4-5       fBasics_3010.86    timeSeries_3010.97 timeDate_3010.98  
 [9] robustbase_0.9-10  MASS_7.3-29       

loaded via a namespace (and not attached):
[1] quadprog_1.5-5   Rglpk_0.4-1      slam_0.1-28      stabledist_0.6-6



-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net