[R-SIG-Finance] Fwd: Estimating the T-S Garch model

[John Frain]

---------- Forwarded message ----------
From: John Frain <frainj at tcd.ie>
Date: 2008/5/7
Subject: Re: [R-SIG-Finance] Estimating the T-S Garch model
To: Yohan Chalabi <chalabi at phys.ethz.ch>


Yohan

 This worked well.  I followed the instructions in Appendix E of the R
 Installation and Administration manual to download the Windows toolset
 and the MS HTML help workshop.  (I used the second url for the help
 workshop as the first may have moved to another address).  I have
 Latex already installed.  I did not install the Inno setup installer
 as I presume that this is not need for packages.  I created a batch
 file with one line

 set path=c:\Rtools\bin;c:\Rtools\perl\bin;c:\Rtools\mingw\bin;c:\progra~1\htmlhe~1;C:\Progra~1\R\R-2.7.0\bin;%path%

 to allow access to the tools. When I reboot my old path is then
 restored (I think).  I did not change anything in
 R_HOME/src/gnuwin32/MkRules.  The process appeared to work and was
 easier to implement than I had expected.

 Again Thanks to all

 John

 2008/5/7 Yohan Chalabi <chalabi at phys.ethz.ch>:


> >>>> "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> loaded
 >    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:
 >
 >
 >  source("http://rmetrics.R-Forge.R-project.org/installRmetrics.R")
 >  installRmetrics("fGarch", repos="http://R-Forge.R-project.org", type =
 >  "source", suggests = FALSE)
 >
 >  Note with 'suggests = FALSE' suggested packages will not be installed.
 >
 >
 >
 >  regards,
 >  Yohan
 >
 >  --
 >  PhD student
 >  Swiss Federal Institute of Technology
 >  Zurich
 >
 >  www.ethz.ch
 >  www.rmetrics.org
 >
 >  NOTE:
 >  Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm
 >  June 29th - July 3rd Meielisalp, Lake Thune, Switzerland
 >
 >





--
 John C Frain
 Trinity College Dublin
 Dublin 2
 Ireland
 www.tcd.ie/Economics/staff/frainj/home.htm
 mailto:frainj at tcd.ie
 mailto:frainj at gmail.com



-- 
John C Frain
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.htm
mailto:frainj at tcd.ie
mailto:frainj at gmail.com