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

[Mark Knecht]

Alexios,
   build_vignettes=FALSE allows twinkle to install without error.

   xcolor was already installed but it appears to put stuff in a
slightly different latex path:

/usr/share/texmf-site/tex/latex/xcolor/xcolor.sty

vs

/usr/share/texmf-dist/tex/latex/appendix/appendix.sty

   I know nothing about latex at all and this is using much more of
your time than I intended so I'm not sure we should go much further at
this point but if there's something here to fix I'm happy to help.

Cheers,
Mark


mark at c2RAID6 ~ $ equery files xcolor
 * Searching for xcolor ...
 * Contents of dev-tex/xcolor-2.11:
/usr
/usr/share
/usr/share/doc
/usr/share/doc/xcolor-2.11
/usr/share/doc/xcolor-2.11/ChangeLog.bz2
/usr/share/doc/xcolor-2.11/README.bz2
/usr/share/doc/xcolor-2.11/xcolor.pdf
/usr/share/doc/xcolor-2.11/xcolor1.dvi
/usr/share/doc/xcolor-2.11/xcolor2.pdf
/usr/share/doc/xcolor-2.11/xcolor3.dvi
/usr/share/doc/xcolor-2.11/xcolor4.dvi
/usr/share/texmf-site
/usr/share/texmf-site/doc
/usr/share/texmf-site/doc/latex
/usr/share/texmf-site/doc/latex/xcolor
/usr/share/texmf-site/doc/latex/xcolor/xcolor.pdf ->
/usr/share/doc/xcolor-2.11/xcolor.pdf
/usr/share/texmf-site/doc/latex/xcolor/xcolor1.dvi ->
/usr/share/doc/xcolor-2.11/xcolor1.dvi
/usr/share/texmf-site/doc/latex/xcolor/xcolor2.pdf ->
/usr/share/doc/xcolor-2.11/xcolor2.pdf
/usr/share/texmf-site/doc/latex/xcolor/xcolor3.dvi ->
/usr/share/doc/xcolor-2.11/xcolor3.dvi
/usr/share/texmf-site/doc/latex/xcolor/xcolor4.dvi ->
/usr/share/doc/xcolor-2.11/xcolor4.dvi
/usr/share/texmf-site/tex
/usr/share/texmf-site/tex/latex
/usr/share/texmf-site/tex/latex/xcolor
/usr/share/texmf-site/tex/latex/xcolor/svgnam.def
/usr/share/texmf-site/tex/latex/xcolor/x11nam.def
/usr/share/texmf-site/tex/latex/xcolor/xcolor.sty
mark at c2RAID6 ~ $ locate appendix.sty
/usr/share/texmf-dist/tex/latex/appendix/appendix.sty
/usr/share/texmf-dist/tex/latex/interfaces/interfaces-appendix.sty
/usr/share/texmf-dist/tex/latex/ltxmisc/thrmappendix.sty
mark at c2RAID6 ~ $

On Wed, May 28, 2014 at 11:01 AM, alexios ghalanos <alexios at 4dscape.com> wrote:
> 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)
>>>>>>
>>>>>>>
>>>>>>
>>>>>>
>>>>>
>>>>
>>
>