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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