[R] Help for updating package
John.Kerpel at infores.com
Fri Jul 14 19:07:59 CEST 2006
I'm guessing you've got the latest version of fSeries if you downloaded
it recently from CRAN.
I've noticed the convergence problems too. I changed to
algorithm="lbfgsb" and haven't had a problem since. (I'm running
Windows XP and R 2.3.1)
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Ivan Kalafatic
Sent: Friday, July 14, 2006 10:26 AM
To: r-help at stat.math.ethz.ch; r-sig-finance at stat.math.ethz.ch
Subject: [R] Help for updating package
I have a problem with garchFit fuction in fSeries package. I found the
following reply on one of the R list:
"GARCH-Modelling is not easy, and indeed for your dataset the default
"Sequential Quadratic Programming" solver doesn't converge. I observed
this also for some other time series. There is already an updated
version on the server,
which uses improved control parameter settings as default values. With
this version there exist no convergence problems"
How to update my version of fSeries with the provided link?
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