[R-sig-Finance] Help for updating package
ivan.kalafatic at gmail.com
Fri Jul 14 17:26:23 CEST 2006
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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