[R-SIG-Finance] can't find setstart setbound setfixed in rugarch package
ce
zadig_1 at excite.com
Wed Jun 19 19:54:19 CEST 2013
Hi Alexios,
Thanks for the answer. In fact I was reading your document http://www.unstarched.net/r-examples/rugarch/a-short-introduction-to-the-rugarch-package/
and I copied pasted the code. My old eyes didn't see the space . But still I can't find setbounds
> require(rugarch)
Loading required package: rugarch
Loading required package: Rcpp
Loading required package: RcppArmadillo
Package Rsolnp (1.14) loaded. To cite, see citation("Rsolnp")
KernSmooth 2.23 loaded
Copyright M. P. Wand 1997-2009
> data(sp500ret)
> # create a cluster object to be used as part of this demonstration
> cluster = makePSOCKcluster(15)
> spec = ugarchspec(variance.model = list(model = 'eGARCH', garchOrder = c(2, 1)), distribution = 'std')
> setstart(spec) <- list(shape = 5)
> setbounds(spec)
Error: could not find function "setbounds"
-----Original Message-----
From: "alexios ghalanos" [alexios at 4dscape.com]
Date: 06/18/2013 04:31 PM
To: "ce" <zadig_1 at excite.com>
CC: "" <r-sig-finance at r-project.org>
Subject: Re: [R-SIG-Finance] can't find setstart setbound setfixed in rugarch
package
That's because you use "< -" which is completely invalid syntax in this
setting. There is no space in the assignment function between "<" and
"-". (i.e. it should be "<-")
-Alexios
On 18/06/2013 21:18, ce wrote:
>
> Hi
>
> I installed R 3.01 , and rugarch. I use opensuse 12.3 .
> I can't find setstart setbound and setfixed methods :
>
>> R
>
> R version 3.0.1 (2013-05-16) -- "Good Sport"
> Copyright (C) 2013 The R Foundation for Statistical Computing
> Platform: x86_64-unknown-linux-gnu (64-bit)
>
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under certain conditions.
> Type 'license()' or 'licence()' for distribution details.
>
> Natural language support but running in an English locale
>
> R is a collaborative project with many contributors.
> Type 'contributors()' for more information and
> 'citation()' on how to cite R or R packages in publications.
>
> Type 'demo()' for some demos, 'help()' for on-line help, or
> 'help.start()' for an HTML browser interface to help.
> Type 'q()' to quit R.
>
>> library("rugarch")
> Loading required package: Rcpp
> Loading required package: RcppArmadillo
> Package Rsolnp (1.14) loaded. To cite, see citation("Rsolnp")
>
> KernSmooth 2.23 loaded
> Copyright M. P. Wand 1997-2009
>> spec = ugarchspec(variance.model = list(model = 'eGARCH', garchOrder = c(2, 1)), distribution = 'std')
>> setstart(spec) < - list(shape = 5)
> Error: could not find function "setstart"
>> setbounds(spec)
> Error: could not find function "setbounds"
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.
>
More information about the R-SIG-Finance
mailing list