Hi,
I want to fit a standardized generalized hyperbolic distribution to my
data, I am using the dsgh command of the fBasics package and the optim
command.
I tried the following:
----------------------------------------------------------------------------------------------------------------------------
startvalue<-c(1,0.5,1)
loglikstandghyp <-function(zetapar,rhopar,lambdapar){
if(par>0)
return(-sum(log(dsgh(mydata,zeta=zetapar,rho=rhopar,lambda=lambdapar))))
else return(Inf)
}
optim(startvalue, fn=loglikstandghyp, method="BFGS")
-----------------------------------------------------------------------------------------------------------------------------
the problem is, that I get the following error message (in german):
Fehler in if (delta <= 0) stop("delta must be greater than zero") :
Fehlender Wert, wo TRUE/FALSE nötig ist
Now my question is, where is my mistake?
Thanks a lot for your help!
--
Neumann, Conrad
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