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

[valeri]

Hello!

I came up with the same problem conserning convergence. Due to information
in this topic I should update some packages. I updated Rsolnp, but I can't
update rugarch. I run R as administrator. Please explain what I do wrong.

sessionInfo() is below:

R version 3.1.1 (2014-07-10)
Platform: x86_64-w64-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=Russian_Russia.1251  LC_CTYPE=Russian_Russia.1251   
LC_MONETARY=Russian_Russia.1251
[4] LC_NUMERIC=C                    LC_TIME=Russian_Russia.1251    

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

other attached packages:
[1] Rsolnp_1.15     truncnorm_1.0-7 Rcpp_0.11.2     devtools_1.5   
rugarch_1.3-3  

loaded via a namespace (and not attached):
 [1] digest_0.6.4                DistributionUtils_0.5-1     evaluate_0.5.5             
expm_0.99-1.1              
 [5] GeneralizedHyperbolic_0.8-1 grid_3.1.1                  httr_0.4                   
KernSmooth_2.23-12         
 [9] ks_1.9.2                    lattice_0.20-29             Matrix_1.1-4               
memoise_0.2.1              
[13] misc3d_0.8-4                mvtnorm_1.0-0               nloptr_1.0.4               
numDeriv_2012.9-1          
[17] RCurl_1.95-4.3              rgl_0.93.1098              
SkewHyperbolic_0.3-2        spd_2.0-0                  
[21] stringr_0.6.2               tools_3.1.1                 whisker_0.3-2              
xts_0.9-7                  
[25] zoo_1.7-11                 

install_bitbucket("rugarch","alexiosg") command generate error:


Installing bitbucket repo(s) rugarch/master from alexiosg
Downloading master.zip from
https://bitbucket.org/alexiosg/rugarch/get/master.zip
Installing package from
C:\Users\VVLAK_~1\AppData\Local\Temp\RtmpKWvLpy/master.zip
Installing rugarch
"C:/PROGRA~1/R/R-31~1.1/bin/x64/R" --vanilla CMD build  \
 
"C:\Users\vvlak_000\AppData\Local\Temp\RtmpKWvLpy\devtools21604ee26525\alexiosg-rugarch-20ea6b2e8312"
--no-manual  \
  --no-resave-data 

* checking for file
'C:\Users\vvlak_000\AppData\Local\Temp\RtmpKWvLpy\devtools21604ee26525\alexiosg-rugarch-20ea6b2e8312/DESCRIPTION'
... OK
* preparing 'rugarch':
* checking DESCRIPTION meta-information ... OK
* cleaning src
Warning in cleanup_pkg(pkgdir, Log) :
  unable to run 'make clean' in 'src'
* installing the package to build vignettes
Warning: running command '"C:/PROGRA~1/R/R-31~1.1/bin/x64/Rcmd.exe" INSTALL
-l "C:\Users\VVLAK_~1\AppData\Local\Temp\RtmpoZKoQu\Rinst17e85aa936aa"
--no-multiarch
"C:/Users/vvlak_000/AppData/Local/Temp/RtmpoZKoQu/Rbuild17e8e1f5b5a/rugarch"'
had status 1
      -----------------------------------
* installing *source* package 'rugarch' ...
** libs
Warning: running command 'make -f "Makevars.win" -f
"C:/PROGRA~1/R/R-31~1.1/etc/x64/Makeconf" -f
"C:/PROGRA~1/R/R-31~1.1/share/make/winshlib.mk"
SHLIB_LDFLAGS='$(SHLIB_CXXLDFLAGS)' SHLIB_LD='$(SHLIB_CXXLD)'
SHLIB="rugarch.dll" SHLIB_LIBADD='$(FLIBS)' WIN=64 TCLBIN=64
OBJECTS="distributions.o filters.o fracdiff.o fracimport.o garchmodels.o
garchsim.o gig.o nig.o"' had status 127
ERROR: compilation failed for package 'rugarch'
* removing
'C:/Users/VVLAK_~1/AppData/Local/Temp/RtmpoZKoQu/Rinst17e85aa936aa/rugarch'
      -----------------------------------
ERROR: package installation failed
Error: Command failed (1)



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