[R-SIG-Finance] Estimating the T-S Garch model
Brian G. Peterson
brian at braverock.com
Tue May 6 23:53:50 CEST 2008
John Frain wrote:
> This script does not appear to work for me. I have already loaded
> fGarch 270.73 and when I try to run the script followed by the call to
> the 'iinstall' program i get the error message below. (I have ran the
> script from the internet and also downloaded it to my PC and the
> result is the same). |Packages|Update packages| works in the windows
> GUI. My version of fUnitRoots is 260.72 and it will not update. I
> had previously tried to download the zipped file for fUnitRoots and
> failed. I tried again this evening and failed again. (I have
> downloaded all the remaining Rmetrics files at this stage).
>> Yohan wrote:
>> Note you can use the script installRmetrics to install "fGarch"
>> development package with
>> installRmetrics("fGarch", repos="http://R-Forge.R-project.org")
>> Or any other Rmetrics development package...
The likely cause here is that the .ZIP files have failed to build on
R-forge for whatever reason. Since John is using Windows, he won't
likely be compiling them from source. Perhaps somebody can take a look
at the R-forge Windows build logs for these two packages and figure out
what the build issue on Windows is.
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