I have used the stableFit function from the fBasics package to come up with parameters (alpha, beta, gamma, and delta) for a stable distribution as you can see below:
I then did the following to come up with log likelihood values and for some reason, it doesn't seem to work:
stable.fit<-function(alpha=1.387,beta=0.279,gamma=0.006948893,delta=-0.0017933)-sum(dstable(x,1.387,0.279,0.006948893,-0.0017933,pm=0,log=T)) mle.results<-mle2(stable.fit,start=list(alpha=1.387,beta=0.279,gamma=0.006948893,delta=-0.0017933),data=list(x)) #max likelihood using bbmle package mle.results #produces the log-likelihood values
It seems that when I run the "mle.results<- mle2(.." line, R is continuously running and will not stop until I press the "STOP" button. Because of this, I am unable to then ask for the "mle.results". Why is this happening? This process seems to work fine for the normal, logistic, cauchy, student T,skewed student T, gumbell and generalized extreme value distributions.