Hi team,
I am facing issues with PearsonIV distribution fitting in R.
I am applying Hyperbolic and PearsonIV distributions on the equity returns in
UK over a period of 30 years.
For the same data set i am getting strikingly different results under which
Hyperbolic distribution does produce negative percentiles of the return after
fitting but PearsonIV distribution does not.
I think there is an issue with PearsonIV distribution in R; also there are no
plots available for PearsonIV distribution.
Can you help? I am ready to share my code.
Gaurang Mehta
Risk Calibration | Group Economic Capital | Aviva Group
Email: gaurang.jitendrab...@aviva.com
14th Floor, St Helen's
1 Undershaft
London, EC3P 3DQ
Aviva plc, registered Office: St. Helen's, 1 Undershaft, London EC3P 3DQ.
Registered in England No. 02468686. www.aviva.com
This message and any attachments may be confidential or ...{{dropped:10}}
______________________________________________
R-help@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.
