[R-SIG-Finance] rgarch package problems

Brian G. Peterson brian at braverock.com
Thu Jul 21 20:10:51 CEST 2011


On Thu, 2011-07-21 at 10:54 -0700, zoe_zhang wrote:
> Hello, R users,
> sorry to bother.
>  I am trying to use rgarch package. But I have problems to load it. Could
> you please give me some guidance?
> I download the rgarch package from
> https://r-forge.r-project.org/R/?group_id=339 and then put it in the library
> but it still doesn't work. saying,
> errors in library(rgarch) : rgarch' is not effective installed package

As noted at the link above, you should:

install.packages("rgarch", repos="http://R-Forge.R-project.org")

note from the DESCRIPTION file that rgarch has a significant number of
dependencies and suggests:

Depends: R (>= 2.10.0), Rcpp (>= 0.8.5), RcppArmadillo (>= 0.2.5),
methods, Matrix, numDeriv, chron, Rsolnp, mvtnorm, Kendall, fftw

Suggests: xts, timeSeries, multicore, snowfall, Bessel, JADE, fastICA,
PearsonICA, ff, spd, sandwich

Some or all of these other packages may need to be installed first.

Regards,

  - Brian

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



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