[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
>>  source("http://rmetrics.R-Forge.R-project.org/installRmetrics.R")
>>  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.


    - Brian

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