[R-SIG-Finance] Time Varying Higher Moments - racd?

[alexios ghalanos]

Mark,

Have you tried passing “build_vignettes=FALSE” to install_bitbucket? Else I think violet comes from the xcolor package.

Alexios

On 28 May 2014, at 18:35, Mark Knecht <markknecht at gmail.com> wrote:

> Thanks Alexios. "jsu" returns a solution quickly. The sigma and
> quantile plots appear to be pretty much identical to what was in your
> paper. The skewness and kertosis plots do look somewhat different but
> I expect that's probably cause by using this different model.
> 
> Anyway, the code as supplied in the paper works fine now.
> 
> The last issue is not overly important but twinkle didn't install due
> to (I think) some missing color definitions in Latex. I'll need to see
> if I can find some info on fixing that but the hard stuff appears to
> be working.
> 
> Cheers,
> Mark
> 
> 
> Installing twinkle
> '/usr/lib64/R/bin/R' --vanilla CMD build
> '/tmp/Rtmp5b80e3/devtools9e055940c74/alexiosg-twinkle-9461ed2d91a9'  \
>  --no-manual --no-resave-data
> 
> * checking for file
> '/tmp/Rtmp5b80e3/devtools9e055940c74/alexiosg-twinkle-9461ed2d91a9/DESCRIPTION'
> ... OK
> * preparing 'twinkle':
> * checking DESCRIPTION meta-information ... OK
> * cleaning src
> * installing the package to build vignettes
> * creating vignettes ... ERROR
> Error in texi2dvi(file = file, pdf = TRUE, clean = clean, quiet = quiet,  :
>  Running 'texi2dvi' on 'The_Twinkle_Package.tex' failed.
> LaTeX errors:
> ! LaTeX Error: Undefined color `violet'.
> 
> See the LaTeX manual or LaTeX Companion for explanation.
> Type  H <return>  for immediate help.
> ...
> ! LaTeX Error: Undefined color `violet'.
> 
> 
> 
> 
> On Wed, May 28, 2014 at 10:10 AM, Alexios Ghalanos <alexios at 4dscape.com> wrote:
>> Hi Mark,
>> 
>> You are probably using the nig or ghyp distributions which do not have a closed form quantile function so it is evaluating it for every point (which is expensive!). Try the jsu distribution instead...it is very flexible and fast to evaluate.
>> 
>> Best,
>> 
>> Alexios
>> 
>>> On 28 May 2014, at 16:13, Mark Knecht <markknecht at gmail.com> wrote:
>>> 
>>> Thanks Alexios. With a bit of guessing about Latex packages I got the
>>> appendix directory installed and the R code runs. (Mostly - The first
>>> 3 plots are created. I've been waiting for about 20 minutes for the
>>> quantile plot to finish but no results on that one yet.
>>> 
>>> Anyway, it works well enough for me to go a bit deeper now.
>>> 
>>> Cheers,
>>> Mark
>>> 
>>>> On Tue, May 27, 2014 at 2:08 PM, alexios ghalanos <alexios at 4dscape.com> wrote:
>>>> Hi Mark,
>>>> 
>>>> 1. Have a look at the "install_bitbucket" documentation. There is the
>>>> option I believe to pass some extra arguments to "install" via '...'.
>>>> Specifically the "dependencies" (logical) and "build_vignettes" arguments.
>>>> 2. You need to have the "appendix" package in your latex installation
>>>> (see the documentation of your linux flavor on how to do this).
>>>> 3. fftw on CRAN builds ok for everything but OSX Mavericks...I may
>>>> remove it going forward and use the base implementation to avoid too
>>>> many problematic dependencies, but would welcome any feedback on speed
>>>> comparisons.
>>>> 
>>>> Best,
>>>> 
>>>> Alexios
>>>> 
>>>>> On 27/05/2014 21:43, Mark Knecht wrote:
>>>>>> On Tue, May 27, 2014 at 12:59 PM, alexios ghalanos <alexios at 4dscape.com> wrote:
>>>>>> Since 2013 the development repository for my packages has moved (a
>>>>>> couple of time). See:
>>>>>> http://www.unstarched.net/r-downloads/
>>>>>> for latest details.
>>>>>> 
>>>>>> -Alexios
>>>>> 
>>>>> Thanks Alexios. I started reading that based on Pierre's response but
>>>>> I'm hung up:
>>>>> 
>>>>> 1) I needed the fftw  package to install but it wouldn't as it was not
>>>>> finding fftw3. I then  found fftw-3.3.3-r2 in Gentoo portage and think
>>>>> I got past that problem.
>>>>> 
>>>>> 2) I'm now just trying to install all the packages shown on yor
>>>>> r-downloads page but rmgarch won't install apparently due to (I think)
>>>>> Latex issues. I got as far as failing due to something called texi2dvi
>>>>> which I found and installed from portage again, but now I have this
>>>>> problem due to a missing appendix.sty file I think.
>>>>> 
>>>>> Thanks for any pointers into what I'm doing wrong here.
>>>>> 
>>>>> Cheers,
>>>>> Mark
>>>>> 
>>>>> 
>>>>> R version 3.1.0 (2014-04-10) -- "Spring Dance"
>>>>> Copyright (C) 2014 The R Foundation for Statistical Computing
>>>>> Platform: x86_64-pc-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.
>>>>> 
>>>>> 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.
>>>>> 
>>>>>> require(devtools)
>>>>> Loading required package: devtools
>>>>> 
>>>>> Attaching package: ‘devtools’
>>>>> 
>>>>> The following objects are masked from ‘package:utils’:
>>>>> 
>>>>>   ?, help
>>>>> 
>>>>> The following object is masked from ‘package:base’:
>>>>> 
>>>>>   system.file
>>>>> 
>>>>>> install_bitbucket("rmgarch","alexiosg")
>>>>> Installing bitbucket repo(s) rmgarch/master from alexiosg
>>>>> Downloading master.zip from
>>>>> https://bitbucket.org/alexiosg/rmgarch/get/master.zip
>>>>> Installing package from /tmp/Rtmpwt0Tnh/master.zip
>>>>> arguments 'minimized' and 'invisible' are for Windows only
>>>>> Installing rmgarch
>>>>> '/usr/lib64/R/bin/R' --vanilla CMD build
>>>>> '/tmp/Rtmpwt0Tnh/devtools2a9e1a643c4a/alexiosg-rmgarch-d012deb54925'
>>>>> \
>>>>> --no-manual --no-resave-data
>>>>> 
>>>>> * checking for file
>>>>> '/tmp/Rtmpwt0Tnh/devtools2a9e1a643c4a/alexiosg-rmgarch-d012deb54925/DESCRIPTION'
>>>>> ... OK
>>>>> * preparing 'rmgarch':
>>>>> * checking DESCRIPTION meta-information ... OK
>>>>> * cleaning src
>>>>> * installing the package to build vignettes
>>>>> * creating vignettes ... ERROR
>>>>> Error in texi2dvi(file = file, pdf = TRUE, clean = clean, quiet = quiet,  :
>>>>> Running 'texi2dvi' on 'The_rmgarch_models.tex' failed.
>>>>> LaTeX errors:
>>>>> ! LaTeX Error: File `appendix.sty' not found.
>>>>> 
>>>>> Type X to quit or <RETURN> to proceed,
>>>>> or enter new name. (Default extension: sty)
>>>>> 
>>>>> ! Emergency stop.
>>>>> <read *>
>>>>> 
>>>>> l.9 \usepackage
>>>>>              [round]{natbib}^^M
>>>>> !  ==> Fatal error occurred, no output PDF file produced!
>>>>> Calls: <Anonymous> -> texi2pdf -> texi2dvi
>>>>> Execution halted
>>>>> Error: Command failed (1)
>>>>> 
>>>>>> 
>>>>> 
>>>>> 
>>>> 
>>> 
>