R-sig-finance Digest, Vol 23, Issue 14

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Today's Topics:

   1. Distribution Fitting (L.Isella)
   2. Distribution Fitting (L.Isella)
   3. Distribution Fitting (L.Isella)
   4. Distribution Fitting (L.Isella)


----------------------------------------------------------------------

Message: 1
Date: Sun, 23 Apr 2006 20:02:28 +0000
From: "L.Isella" <L.Isella at myrealbox.com>
Subject: [R-sig-finance] Distribution Fitting
To: r-sig-finance at stat.math.ethz.ch
Message-ID: <1145822548.c819659cL.Isella at myrealbox.com>
Content-Type: text/plain; charset="UTF-8"

Dear All,
I am experiencing some problems in fitting a trimodal distribution (which should be thought as a sum of three Gaussian distributions) using the nls function for nonlinear fittings.
As a test, just consider the very simple code:

rm(list=ls());
mydata<-rnorm(10000,0,4);
mydens<-density(mydata,kernel="gaussian");
y1<-mydens$y;
x1<-mydens$x;
myfit<-nls(y1~A*exp(-x1^2/sig));


which I use to get the empirical density (as I would from real experimental data) and test it against a Gaussian ansatz.
Well, either R always crashes for a segmentation fault and I have to restart it manually or I get this output:

Error in match.call(definition, call, expand.dots) :
        '.Primitiv?i?d?????????????
...' is not a function

Am I missing the obvious or is there some bug in my R build?
Many thanks

Lorenzo



------------------------------

Message: 2
Date: Sun, 23 Apr 2006 20:08:25 +0000
From: "L.Isella" <L.Isella at myrealbox.com>
Subject: [R-sig-finance] Distribution Fitting
To: r-sig-finance at stat.math.ethz.ch
Message-ID: <1145822905.c810c0bcL.Isella at myrealbox.com>
Content-Type: text/plain; charset="UTF-8"

Dear All,
I am experiencing some problems in fitting a trimodal distribution (which should be thought as a sum of three Gaussian distributions) using the nls function for nonlinear fittings.
As a test, just consider the very simple code:

rm(list=ls());
mydata<-rnorm(10000,0,4);
mydens<-density(mydata,kernel="gaussian");
y1<-mydens$y;
x1<-mydens$x;
myfit<-nls(y1~A*exp(-x1^2/sig));


which I use to get the empirical density (as I would from real experimental data) and test it against a Gaussian ansatz.
Well, either R always crashes for a segmentation fault and I have to restart it manually or I get this output:

Error in match.call(definition, call, expand.dots) :
        '.Primitiv?i?d?????????????
...' is not a function

Am I missing the obvious or is there some bug in my R build?
Many thanks

Lorenzo



------------------------------

Message: 3
Date: Sun, 23 Apr 2006 20:17:23 +0000
From: "L.Isella" <L.Isella at myrealbox.com>
Subject: [R-sig-finance] Distribution Fitting
To: r-sig-finance at stat.math.ethz.ch
Message-ID: <1145823443.c819659cL.Isella at myrealbox.com>
Content-Type: text/plain; charset="UTF-8"

Dear All,
I am experiencing some problems in fitting a trimodal distribution (which should be thought as a sum of three Gaussian distributions) using the nls function for nonlinear fittings.
As a test, just consider the very simple code:

rm(list=ls());
mydata<-rnorm(10000,0,4);
mydens<-density(mydata,kernel="gaussian");
y1<-mydens$y;
x1<-mydens$x;
myfit<-nls(y1~A*exp(-x1^2/sig));


which I use to get the empirical density (as I would from real experimental data) and test it against a Gaussian ansatz.
Well, either R always crashes for a segmentation fault and I have to restart it manually or I get this output:

Error in match.call(definition, call, expand.dots) :
        '.Primitiv?i?d?????????????
...' is not a function

Am I missing the obvious or is there some bug in my R build?
Many thanks

Lorenzo



------------------------------

Message: 4
Date: Sun, 23 Apr 2006 21:11:12 +0000
From: "L.Isella" <L.Isella at myrealbox.com>
Subject: [R-sig-finance] Distribution Fitting
To: r-sig-finance at stat.math.ethz.ch
Message-ID: <1145826672.c800765cL.Isella at myrealbox.com>
Content-Type: text/plain; charset="UTF-8"

Dear All,
I am experiencing some problems in fitting a trimodal distribution (which should be thought as a sum of three Gaussian distributions) using the nls function for nonlinear fittings.
As a test, just consider the very simple code:

rm(list=ls());
mydata<-rnorm(10000,0,4);
mydens<-density(mydata,kernel="gaussian");
y1<-mydens$y;
x1<-mydens$x;
myfit<-nls(y1~A*exp(-x1^2/sig));


which I use to get the empirical density (as I would from real experimental data) and test it against a Gaussian ansatz.
Well, either R always crashes for a segmentation fault and I have to restart it manually or I get this output:

Error in match.call(definition, call, expand.dots) :
'.Primitiv?i?d?????????????
...' is not a function

Am I missing the obvious or is there some bug in my R build?
Many thanks



------------------------------

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End of R-sig-finance Digest, Vol 23, Issue 14
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