Thank you so much, you have been very helpful!
Il Giovedì 26 Dicembre 2013 15:39, Ben Bolker ha scritto:
On 13-12-26 04:13 AM, Tia Borrelli wrote:
>
> Thank you, this is code i'm running, very simple but my problem was on
> the interpretation of the difference between
ng for portfolio
optimization.
Il Martedì 24 Dicembre 2013 17:53, Ben Bolker ha scritto:
Tia Borrelli yahoo.it> writes:
>
> 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 differen
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)))
3 matches
Mail list logo