[R-SIG-Finance] help with ugarchsim error

[Gareth McEwan]

Hi there

I was wondering if anyone can help me with an error that is thrown from the
ugarchsim() function in the rugarch package. I have used this function a
number of times in the past with success, so I am unsure of why it is
throwing an error now.

The error is:

"Error in .sgarchsim1(fit = fit, n.sim = n.sim, n.start = n.start, m.sim =
m.sim,  :
ugarchsim-->error: error in calling C function...."

I have loaded in:
library(rugarch)
library(Rcpp)
library(RcppArmadillo)

My code is:

sim.ALSI.SPD = ugarchsim(garchfit.ALSI, n.sim=1000000, m.sim=1,
startMethod="sample", n.start=0,
                         custom.dist=list(name="sample",
distfit=matrix(SPD.sim.1, ncol=1)))

where:
"garchfit.ALSI" is my variable from the ugarchfit(...) function;
SPD.sim.1 = qspd(u.SPD.1, fit.ALSI) - a set of standardized residuals;
with u.SPD.1 = pt(x.SPD.1, df=7.2137167865) - a set of uniform variates;
"x.SPD.1" a column of simulated data from a previous copula fit;
"fit.ALSI" is my fitted object from "spdfit( standardized GARCH residuals,
... )"

Any ideas for a solution, or why the function is now throwing an error?

Many thanks
Gareth

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