[R-SIG-Finance] rugarch - warning

[Harald Weiss]

Hi R-user group,
I'm estimating GARCH models (GARCH and EGARCH) with the rugarch-package.
As an error distribution I use the generalized error distribution. 
Performing a rolling
estimation I receive for some days the following warning:

    "In dged(x, nu = shape) : value out of range in 'gammafn'"

The estimation results seem useful. I'm not sure whether I could use the 
results.
I know that by using the solver "nloptr" the warning disappears 
(unfortunately,
the warning occurs for other periods). I also know that the the gamma 
function in R
is defined for x<=171 (perhaps this will explain the warning, but I 
don't understand
how). So, my question is whether the results are feasible or not.
Thanks,
Harry

My code is:

DATA <- read.table("test-rugarch.csv",header=FALSE,sep=";")
RDAX <- DATA[,1]
D <- matrix(RDAX)

for (i in 471:471) {
ende <- 500+i
start <- ende-499
RDAXtmp <- D[start:ende,1]
gspec.ru <- ugarchspec(variance.model=list(model="sGARCH", 
garchOrder=c(1,1)),
mean.model=list(arfima=FALSE, armaOrder=c(0,0), include.mean=TRUE), 
distribution="ged")
gfit <- ugarchfit(gspec.ru, RDAXtmp, fit.control = list(stationarity = 1))
forc <- ugarchforecast(gfit, n.ahead=1)
}
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