I want to fit multivariate GH distribution on my data, and then generate simulations for that distribution. Using the instructions given in ghyp package, I wrote following lines of code in R.
> data(smi.stocks) > fitted <- fit.ghypmv(data = smi.stocks, silent=TRUE) > rghyp(n = 100, fitted) Error in ghypCheckPars(param) : (list) object cannot be coerced to type 'double'
However, it gives me the error as shown above.
Any thoughts on why is it happening?