[R-SIG-Finance] can't find setstart setbound setfixed in rugarch package
alexios ghalanos
alexios at 4dscape.com
Wed Jun 19 20:17:09 CEST 2013
Hi,
The method is "setbounds<-" not "setbounds".
e.g.
setbounds(spec)<-list(shape=c(4.1, 40), alpha1=c(0, 1))
Regards,
Alexios
On 19/06/2013 18:54, ce wrote:
> 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"
>>
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>
>
>
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