[R-SIG-Finance] bug in .garchOxFit (Rmetrics: fSeries 251.70)

[Martin Becker]

Dear maintainers/users of Rmetrics,


a buglet in the GarchOxFit-Interface of Rmetrics, which was already reported for version 220.10063 (https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000498.html) and version 240.10068 (http://tolstoy.newcastle.edu.au/R/e2/help/07/06/19220.html) is still present in version 251.70.

Please find below a patch for 4D-GarchOxInterface.R (fSeries version 251.70).

Kind regards,


  Martin Becker

 

diff --recursive fSeries.orig/R/4D-GarchOxInterface.R fSeries/R/4D-GarchOxInterface.R
227c227
<     write(x, file = "OxSeries.csv", ncolumns = 1, append = TRUE)                        
---
>     write(x = series, file = "OxSeries.csv", ncolumns = 1, append = TRUE)