[R] [Spam] Re: Problems with garch() function tseries package R 2.6.0

José Augusto Morais de Andrade J José Augusto Morais de Andrade J
Sun Nov 4 21:17:41 CET 2007


Hi,

What other information should i post?

I now have the two versions on the same machine. With R 2.3.1 and tseries  0.10-7 it works fine. With R 2.6.0 and tseries  0.10-11 the function garch doesnt work.
The test was made with the same data, in the same machine.

The maintainer did not say anything yet.

Regards,

José Augusto Jr.

---------- Cabeçalho original -----------

De: "Prof Brian Ripley" ripley at stats.ox.ac.uk
Para: "José Augusto Morais de Andrade J únior - JAMAJ" jamaj at terra.com.br
Cópia: "Kurt Hornik" Kurt.Hornik at R-project.org, r-help at R-project.org
Data: Sun, 4 Nov 2007 15:07:50 +0000 (GMT)
Assunto: [Spam] Re: [R] Problems with garch() function tseries package R 2.6.0

> Hmm, did you forget to tell us the minimal information required by the 
> posting guide?  And what did the package maintainer say?
> 
> A guess: you are using Windows and doing this in Rgui.  I believe 
> 'tseries' does Fortran I/O, and this is a symptom we have seen before.
> The workaround is to use Rterm, not Rgui.
> 
> Some (maybe all) packages that attempt to do Fortran output in Rgui 2.6.0 
> will loop indefinitely waiting for stdout which does not exist on a 
> console.
> 
> 
> On Sun, 4 Nov 2007, José Augusto Morais de Andrade Júnior - JAMAJ wrote:
> 
> > Hi all,
> >
> > I recently updated my to R 2.6.0 and tseries package ‘tseries’ version: 
> > 0.10-11.
> >
> > When i was using R Version 2.3.1 (2006-06-01) with tseries 'tseries' 
> > version: 0.10-7, the code
> >> garch(dflnRCLC1)
> > ***** ESTIMATION WITH ANALYTICAL GRADIENT *****
> >
> > Call:
> > garch(x = dflnRCLC1)
> > Coefficient(s):
> >       a0         a1         b1
> > 4.985e+00  1.880e-01  6.210e-14
> >>
> > worked very quick and well.
> >
> > Now, with the newer version of R and tseries, this code hangs and doesnt give any result
> >
> >> garch(dflnRCLC1)
> > ***** ESTIMATION WITH ANALYTICAL GRADIENT *****
> > its hangs forever...
> >
> >
> > What happens?
> >
> > Regards,
> >
> > José Augusto Jr.
> > University of São Paulo
> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >
> 
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> E-mail classificado pelo Identificador de Spam Inteligente Terra.
> Para alterar a categoria classificada, visite
> http://mail.terra.com.br/cgi-bin/imail.cgi?+_u=jamaj&_l=1,1194188875.463773.24782.capalaba.hst.terra.com.br,3611,20031127114101,20031127114101
> 
> Esta mensagem foi verificada pelo E-mail Protegido Terra.
> Scan engine: McAfee VirusScan / Atualizado em 02/11/2007 / Versão: 5.1.00/5155
> Proteja o seu e-mail Terra: http://mail.terra.com.br/
>



More information about the R-help mailing list