Hello, i'm using R for the exploration of a time series and i'm stuck in a
problem with the fitting of the distribution.
What's the difference between "fitdistr" and "mle"?
library(MASS)
fitting <- fitdistr(ret,densfun="normal")
print(c(mean(ret),sd(ret)))
-------------------------------------------------------------
The output of fitdistr is:
mean sd
-1.526547e-05 1.692554e-02
( 5.105564e-04) ( 3.610179e-04)
-------------------------------------------------------------
library(stats4)
loglink <- function(media=0, devstd=1){
-sum(dnorm(ret, mean=media, sd=devstd, log=TRUE))
}
mle(loglink)
-------------------------------------------------------------
The output of mle is:
Call:
mle(minuslogl = loglink)
Coefficients:
media devstd
-1.593559e-05 1.695075e-02
Thank you for the help.
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