[R] Newbie problem with ox package

Peter Dalgaard BSA p.dalgaard at biostat.ku.dk
Mon Apr 15 15:21:19 CEST 2002


Benjamin Janson <benjamin.janson at gmx.de> writes:

> HI,
> I need urgently garch and egarch models. After looking through the R mail
> archives I found http://www.egss.ulg.ac.be/garch/default.htm which is an Ox
> package. After downloading and installing it in R (Version 1.4.1 through the
> windows dialog "Packages") I received the following warning:
> 
> install.packages("D:/benjamin/bartels/R/packages/garch22/garch_v22.zip",
> .libPaths()[1], CRAN = NULL)
> updating HTML package descriptions
> Warning message: 
> DESCRIPTION file of package garch22 missing or broken in:
> package.description(i, field = "Title") 
> 
> then I tried to use the EGarch:
> > egarch()
> Error: couldn't find function "egarch"
> 
> And so I tried to load the package again:
> > {pkg <- select.list(sort(.packages(all.available = TRUE)))
> + if(nchar(pkg)) library(pkg, character.only=TRUE)}
> Warning message: 
> Package  `garch22' contains no R code in: library(pkg, character.only =
> TRUE) 
> 
> Well I really need the GARCH/EGARCH modells. So I was wondering whether
> anyone could help me out.
> Thanks in advance.

It's an Ox package. Try running it in Ox, not R!

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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