Dear Andriy:
1. The help file for fit.NH says the first argument should be
a vector of data. Consider the following modification of the example
on that help page:
rs - matrix(rseries, 10, 202, dimnames=list(letters[1:10], 1:202))
rs. - fit.NH(rs)
Error: cannot allocate vector
Dear Specialists in R,
May be somebody has experiment in using pakage for the book Quantitative
Risk Management by McNeil?
This package is writen in R.
I have run this package for fitting the data to Nornal Inverse Gaussian
distribution and fased with following problem.
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