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

[alexios ghalanos]

The updated version now has an additional argument in the ugarchfit
method called "numderiv.control" which effectively allows fine tuning of
the options for the numerical evaluation of the gradient and hessian
during the post-estimation phase (and passed to the numDeriv package's
jacobian and hessian functions). This was deemed necessary since "one
size does not fit all".

Alexios

On 16/07/2014 10:31, Ole Bueker wrote:
> Updating said packages have solved the convergence problems for me.
> 
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