[R-SIG-Finance] Estimating the T-S Garch model
chalabi at phys.ethz.ch
Wed May 7 09:41:02 CEST 2008
>>>> "JF" == "John Frain" <frainj at tcd.ie>
>>>> on Tue, 6 May 2008 22:28:30 +0100
JF> his script does not appear to work for me. I have already
JF> fGarch 270.73 and when I try to run the script followed by
JF> the call to
JF> the 'iinstall' program i get the error message below. (I
JF> have ran the
JF> script from the internet and also downloaded it to my PC
JF> and the
JF> result is the same). |Packages|Update packages| works in
JF> the windows
JF> GUI. My version of fUnitRoots is 260.72 and it will not
JF> update. I
JF> had previously tried to download the zipped file for
JF> fUnitRoots and
JF> failed. I tried again this evening and failed again. (I have
JF> downloaded all the remaining Rmetrics files at this stage).
There is an issue on R-Forge server with Windows binary packages.
According to the log files, there is no gfortran compiler and all
packages with Fortran source can cannot be build.
But you can compile the packages from source as long as you have the
required tools installed.
in Rterm type:
installRmetrics("fGarch", repos="http://R-Forge.R-project.org", type =
"source", suggests = FALSE)
Note with 'suggests = FALSE' suggested packages will not be installed.
Swiss Federal Institute of Technology
Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm
June 29th - July 3rd Meielisalp, Lake Thune, Switzerland
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