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

[Ole Bueker]

I’m using RStudio Version 0.98.976 (the newest version), if that’s relevant.

> sessionInfo()
R version 3.1.0 (2014-04-10)
Platform: x86_64-w64-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C 
[5] LC_TIME=English_United States.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] copBasic_1.5.4     lmomco_2.1.1       fNonlinear_3010.78 fGarch_3010.82    
bstats_1.1-11-5    evir_1.7-3         fTrading_3010.78   fUnitRoots_3010.78
[9] fBasics_3010.86    MASS_7.3-31        timeSeries_3010.97
timeDate_3010.98   urca_1.2-8         zoo_1.7-11         rugarch_1.3-3     

loaded via a namespace (and not attached):
[1] DistributionUtils_0.5-1     expm_0.99-1.1              
GeneralizedHyperbolic_0.8-1 grid_3.1.0                  KernSmooth_2.23-12         
 [6] ks_1.9.2                    lattice_0.20-29             Matrix_1.1-3               
misc3d_0.8-4                mvtnorm_1.0-0              
[11] nloptr_1.0.0                numDeriv_2012.9-1           parallel_3.1.0             
Rcpp_0.11.2                 rgl_0.93.1098              
[16] Rsolnp_1.14                 SkewHyperbolic_0.3-2        spd_2.0-0                  
stabledist_0.6-6            tools_3.1.0    




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