[R-SIG-Finance] understanding an error from ugarchfit

[alexios ghalanos]

Thibaut,

I’m guessing you are continuing to have convergence problems, though I cannot be sure depending on what it is you are passing as data to the function.

There is a method called ‘convergence’ which can be used on a uGARCHfit object (it should return 0 if ok…related to the
convergence codes of the underlying solvers).

Additionally, if you are automating the estimation, you might want to enclose the estimation function with a 
‘mod=try(ugarchfit(…), silent=TRUE)’ and then check that !is(mod, ’try-error’).

Regards,

Alexios
 
On 18 Feb 2014, at 15:44, tvernay <thibaut.vernay at outlook.com> wrote:

> Thanks a lot for your help Alexios, the previously mentioned error has
> disappeared! 
> Now I have the same question regarding another error which I experienced and
> which I do not understand:
> 
> Error in ans$res : $ operator is invalid for atomic vectors
> 
> Is it also related to model convergence failure? Is there any input
> parameter in ugarchfit that could prevent this error from occuring?
> 
> 
> 
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