[R] stdFit

AGershon ygershon at statestreet.com
Fri May 2 14:57:11 CEST 2008


Hi,
I am using the stdFit function (fGarch package) to get estimates for a
fitted location, scale, and degrees of freedom of a dataset. I have no
errors with the code however the estimates are not identical to the
estimates I am getting when using SAS and MatLab (both give me the same
estimates). Can someone comment on it?
Here is the simple two lines I am using 
t_fit <- stdFit(independent)
      est <- t_fit$est
where independent is my data to be fitted.
Thanks!
Alex
-- 
View this message in context: http://www.nabble.com/stdFit-tp17018969p17018969.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list