[R-SIG-Finance] Help with rugarch

[Alexios Ghalanos]

Try updating Rcpp and RcppArmadillo.

-Alexios


On Jan 20, 2013, at 16:33, jaimie villanueva <jaimie.villanueva at gmail.com> wrote:

> Hi R users,
> 
> I've just updated my rugarch package version from "rugarch_1.0-8" to
> "rugarch_1.0-16" and I'm getting a warning message never happened before.
> 
> This is the code I'm working with:.
> 
> *spec2=ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1,
> 1)),mean.model = list(armaOrder = c(0,0), include.mean =
> F),distribution.model = "norm")*
> *modelo2=ugarchfit(spec2,Ut,solver = "solnp")*
> *modelo2*
> 
> When I run this, I get the following message:
> 
> *> spec2=ugarchspec(variance.model = list(model = "sGARCH", garchOrder =
> c(1, 1)),mean.model = list(armaOrder = c(0,0), include.mean =
> F),distribution.model = "norm")*
> *> modelo2=ugarchfit(spec2,d_Ut,solver = "solnp")*
> *Error in .hessian2sidedcpp(f, ipars[estidx, 1], arglist = arglist) : *
> *  SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'*
> 
> The problem might be in relation with the version change, as this code
> works perfectly with my former version ("rugarch_1.0-8")
> 
> I don't know what this message stands for, so It would be apreciated any
> suggestion on this.
> 
> Jaimie.
> -- 
> *Jaimie.*
> 
>    [[alternative HTML version deleted]]
> 
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