[R-SIG-Finance] Bug report on mgarchBEKK

[Ajay Shah]

The example supplied for mvBEKK.sim() doesn't work with R 2.5.1:

> library(mgarchBEKK)

        `mgarchBEKK' version: 0.07-8 
> sim = mvBEKK.sim(series.count = 3, T = 2500)
the part of the args list of 'list' being evaluated was:
   (length = T, series.count = series.count, order = order, params =
> params, true.params = buff.par, eigenvalues = eigenvalues,
> uncond.cov.matrix = sigma, white.noise = nu, eps = eps.list, cor =
> cor, sd = sd, )
Error in mvBEKK.sim(series.count = 3, T = 2500) : 
        element 12 is empty

-- 
Ajay Shah                                      http://www.mayin.org/ajayshah  
ajayshah at mayin.org                             http://ajayshahblog.blogspot.com
<*(:-? - wizard who doesn't know the answer.