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

[alexios ghalanos]

update Rsolnp and rugarch:

install.packages("Rsolnp", repos="http://R-Forge.R-project.org")
require(devtools)
install_bitbucket("rugarch","alexiosg")


-Alexios

On 16/07/2014 09:52, Ole Bueker wrote:
> 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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