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

[alexios ghalanos]

Read the instructions here:
http://unstarched.net/r-downloads/
particularly the note on the requirements for
building the source under windows.

-Alexios


On 08/08/2014 15:47, valeri wrote:
> 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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