stableFit

Remigijus Lapinskas remigijus.lapinskas at mif.vu.lt
Tue May 6 07:54:13 CEST 2008


Dear Maintainers of Rmetrics,

I use Windows XP, R 2.6.1 and fBasics 270.73

I want to estimate the stability parameter of a stable distribution with 
stableFit. As you can see, I receive three different answers for three 
calls to stableFit. Is it a bug or a feature?

 > library(fBasics)
 > set.seed(1)
 > stableFit(rstable(1000, alpha=0.5, beta=0.5),type="q")

Title:
  Stable Parameter Estimation

Call:
  .qStableFit(x = x, doplot = doplot, title = title, description = 
description)

Model:
  Student-t Distribution

Estimated Parameter(s):
       alpha        beta       gamma       delta
  0.50000000  0.52600000  0.98183990 -0.06277635

***************************************************************

 > set.seed(2)
 > stableFit(rstable(1000, alpha=0.5, beta=0.5),type="q")
Error in if (is.na(U) | is.na(V)) { : argument is of length zero

***************************************************************
 > set.seed(6)
 > stableFit(rstable(1000, alpha=0.5, beta=0.5),type="q")

Title:
  Stable Parameter Estimation

Call:
  .qStableFit(x = x, doplot = doplot, title = title, description = 
description)

Model:
  Student-t Distribution

Estimated Parameter(s):
alpha  beta gamma delta
    NA    NA    NA    NA

Description:
  Tue May 06 08:46:01 2008 by user: Remis

******************************************************************

Thank you in advance for your assistance,
Rem



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