[R-SIG-Finance] fSeries/fGarch for R 2.7.0

Brian G. Peterson brian at braverock.com
Wed Nov 18 15:38:08 CET 2009


matthias.kornexl at raiffeisenbank.at wrote:
> Hi everyone!
>         I am using R (Windows R 2.7.0, no newer version available because 
> of restrictions from the IT-department) to model and backtest trading 
> strategies. I was also using some Rmetrics-packages (e.g. fSeries and 
> fGarch) and everything worked fine. Now I tried to update the 
> fCalendar-package and an error occured since fCalendar uses the MASS 
> package and MASS requires R >=2.10.0 (I don't know why this error hasn't 
> occured before). Changing the fCalendar-package to the version I used 
> until now didn't help. It is not possible to get the fSeries package 
> running again. Has anyone an idea what to do to get the system running 
> again.
>
> Thanks and best regards
>
> Matthias Kornexl
>   
Older versions are available on CRAN, and I suggest that your boss or 
your bosse's boss talk to IT about removing stupid restrictions so you 
can do your job.

Regards,

  - Brian

--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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