You might want to check again: I'm running fGarch on 2.13.2, Mac OSX 10.5.8. Michael
On Fri, Nov 4, 2011 at 9:36 AM, Steve Friedman <skfglades at gmail.com> wrote:
Hi Michael, Thanks for pointing me fGarch.? I actually started there, but it is not yet available for 2.13.2 so I went directly to the (sn-package). I've briefly explored your suggestion and think it will work. Thanks Steve On Nov 3, 2011 10:41 PM, "R. Michael Weylandt" <michael.weylandt at gmail.com> wrote:
It seems like you'll need to apply some sort of MLE to estimate the parameters directly from the data before using dsn() to get the density. This might help with some of it: http://help.rmetrics.org/fGarch/html/snorm.html Michael On Thu, Nov 3, 2011 at 2:54 PM, ?<Steve_Friedman at nps.gov> wrote:
Hi, I need to create a plot (type = "h") ?and then overlay a skewed-normal curve on this distribution, but I'm not finding a procedure to accomplish this. I want to use the plot function here in order to control the bin distributions. I have explored the sn library and found the dsn function. ?dsn uses known location, scaling and shape parameters associated with a given input vector of probabilities. ?However, how can I calculate the skewed-normal curve if I don't know these parameters in advance? Is there another function to calculate the skew-normal, perhaps in a different package? I'm working with R 2.13.2 on a windows based machine. Steve Friedman Ph. D. Ecologist ?/ Spatial Statistical Analyst Everglades and Dry Tortugas National Park 950 N Krome Ave (3rd Floor) Homestead, Florida 33034 Steve_Friedman at nps.gov Office (305) 224 - 4282 Fax ? ? (305) 224 - 4147
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______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.