[R-SIG-Finance] EGARCH

[Dirk Eddelbuettel]

On 10 September 2011 at 13:21, Liviu Andronic wrote:
| Dear Alexios
| 
| 
| On Sat, Sep 10, 2011 at 9:42 AM, alexios <alexios at 4dscape.com> wrote:
| > It is NOT under "construction" on CRAN:
| > http://cran.r-project.org/web/packages/rugarch/index.html
| >
| To slightly hi-jack the thread, I have troubles building 'rugarch' on
| Xubuntu. The command

That _must_ be your local problem. Fundamentally, Xubuntu is no different
from all the Debian systems that e.g. CRAN's checks or R-Forge run on.

| install.packages("rugarch")
| 
| fails with the following last lines:
| gcc -I/usr/share/R/include
| -I"/usr/local/lib/R/site-library/Rcpp/include"
| -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic
| -std=gnu99 -O3 -pipe  -g -c nig.c -o nig.o
| Loading required package: fortunes
| Loading required package: fortunes
| /bin/bash: -c: line 1: syntax error near unexpected token `('
| /bin/bash: -c: line 1: `  echo g++ -shared  -o rugarch.so
| distributions.o filters.o fracdiff.o fracimport.o garchmodels.o
| garchsim.o gig.o nig.o  Shan-Ho Chou: I got a question about
| eigenvector. I've tried input a symmetric matrix to both R (using
| eigen function) and Minitab, but the result is really different. Can
| anyone tell me what's wrong with that? Bill Venables: Simple. Minitab
| must be broken. Have you reported it to them?    -- Shan-Ho Chou and
| Bill Venables       R-help (July 2007)
| -L/usr/local/lib/R/site-library/Rcpp/lib -lRcpp
| -Wl,-rpath,/usr/local/lib/R/site-library/Rcpp/lib -llapack -lblas
| -lgfortran -lm -lgfortran -lm -L/usr/lib64/R/lib -lR; \'
| make: *** [rugarch.so] Error 1
| ERROR: compilation failed for package ‘rugarch’
| * removing ‘/usr/local/lib/R/site-library/rugarch’
| Warning in install.packages :
|   installation of package 'rugarch' had non-zero exit status
| 
| I always auto-load 'fortunes' at the beginning of an R session (the

Don't do that.  Some of the Rcpp-related build scripts (such as RcppArmadillo
and hence rugarch) need to ask R where the given package directory is in
order to link against. 

If you send unconditional output, it messes this up.

If you really need fortunes displayed, protect it inside 

    if (interactive()) {
        require(fortunes)
	...
    }

or something.

Dirk

| reason for the messed up output above), but I'm not sure this would
| the cause for the fail. I am also unable to build 'RcppArmadillo'
| 0.2.29 if that matters, so I can only build against 0.2.25. All the
| other deps installed fine. Below I post my R info.
| 
| Regards
| Liviu
| 
| 
| > sessionInfo()
| R version 2.13.0 (2011-04-13)
| Platform: x86_64-pc-linux-gnu (64-bit)
| 
| locale:
|  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
| LC_TIME=en_US.UTF-8
|  [4] LC_COLLATE=en_US.UTF-8     LC_MONETARY=C
| LC_MESSAGES=en_US.UTF-8
|  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
| LC_ADDRESS=C
| [10] LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8
| LC_IDENTIFICATION=C
| 
| attached base packages:
| [1] stats     graphics  grDevices utils     datasets  methods   base
| 
| other attached packages:
| [1] Rsolnp_1.11          truncnorm_1.0-5      chron_2.3-42
| numDeriv_2010.11-1
| [5] RcppArmadillo_0.2.25 Rcpp_0.9.6           fortunes_1.4-1
| 
| loaded via a namespace (and not attached):
| [1] tools_2.13.0
| 
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http://dirk.eddelbuettel.com/blog/2011/08/04#rcpp_classes_2011-09_and_2011-10
http://www.revolutionanalytics.com/products/training/public/rcpp-master-class.php