[R-SIG-Finance] racd installation
Trung.HVNH
trunglh at hvnh.edu.vn
Sun Sep 25 10:42:09 CEST 2016
Hi,
Thank you Alexios for fixing the installation error.
I successfully installed the racd package. However, in the estimation I
cannot use the solver "msucminf" and "mssolnp" although the solver "msoptim"
and "uncminf"; "solnp" itself (without multi start strategy) still work.
The error message is follow:
---
Error in xsol[[best]] : no such index at level 3
Calls: acdfit -> acdfit -> .acdfit -> .acdsolver -> .msucminfsolver
Execution halted
---
How is that error?
Best,
Trung
-----Original Message-----
From: R-SIG-Finance [mailto:r-sig-finance-bounces at r-project.org] On Behalf
Of alexios galanos
Sent: Thursday, September 22, 2016 3:53 PM
To: Vis Chen <vc248 at cornell.edu>; r-sig-finance at r-project.org
Subject: Re: [R-SIG-Finance] racd installation
Vis,
1. You've switched from a topic related to racd to one relating to rmgarch.
Please start a new thread with an appropriate title (i.e. rmgarch in title).
2. I know that this list may have shrunk over time, but I am not the only
person on it.
Please address the question to the group, not me personally.
3. I recently added a dispatch function function for gogarchsim to accept
goGARCHfilter as well as goGARCHfit classes. This will allow easier fitting,
filtering with new data, and then simulating the n-ahead predictive density.
When I find time I will add some examples and clean up the warnings.
Alexios
On 22/09/2016 02:11, Vis Chen wrote:
> Dear Alexios,
>
> I have tested "rmgarch.test4.R" in the rmgarch package, and when I run
> the rmgarch.test4b commands:
>
> > data(dji30retw)
> > Dat = dji30retw[, 1:15, drop = FALSE]
> > spec2 = gogarchspec(mean.model = list(model = "AR", lag = 2),
> + variance.model = list(model = "gjrGARCH", garchOrder = c(1,1)),
> + distribution.model = c("mvnorm", "manig", "magh")[2], ica =
> + "fastica")
> > M.gg = fmoments(spec2, Data = dji30retw[,1:15], n.ahead = 1, roll =
> > 2,
> + solver = "solnp", cluster = cluster, gfun = "tanh", maxiter1=20000,
> + A.init = diag(15))
> There were 15 warnings (use warnings() to see them)
> > warnings()
> Warning messages:
> 1: unidentified option(s) in fit.control:
> eval.se <http://eval.se>
>
> I tried to solve this by adding:
> M.gg = fmoments(spec3x, Data = P, n.ahead = 1, roll = 8, *fit.control
> = list(fixed.se <http://fixed.se> = FALSE, stationarity = TRUE, scale
> = FALSE)*,
> solver = "solnp", cluster = cluster, gfun = "tanh",
> maxiter1=20000,
> A.init = diag(10))
>
> But I have difficulties interpreting how this fit.control affect the
> model.
>
> Lastly, I tried to apply my own data to the same script and I received
> these warnings:
> > M.gg = fmoments(spec3x, Data = P, n.ahead = 1, roll = 8,
> fit.control = list(fixed.se <http://fixed.se> = FALSE, stationarity =
> TRUE, scale = FALSE),
> + solver = "solnp", cluster = cluster, gfun = "tanh",
> maxiter1=20000,
> + A.init = diag(10))
> Warning messages:
> 1: In sqrt(ans$h) : NaNs produced
> 2: In sqrt(ans$h) : NaNs produced
> 3: In sqrt(ans$h) : NaNs produced
> 4: In sqrt(ans$h) : NaNs produced
>
> I have some returns that equal to 0 can this be a problem? Would M.gg
> be invalid as a consequence of these warnings?
>
> Regards,
> Vis
>
>
>
> On Wed, Sep 21, 2016 at 1:26 PM, Open Business Management Solutions
> JSC <openbmsjsc at gmail.com <mailto:openbmsjsc at gmail.com>> wrote:
>
> It looks like an issue with X display. If you're installing this on a
> server through a x-terminal, make sure you export the DISPLAY
> environment,
> e.g.
>
> export DISPLAY=0.0
>
> 2016-09-21 16:48 GMT+07:00 Le Hai Trung KNH <trunglh at hvnh.edu.vn
> <mailto:trunglh at hvnh.edu.vn>>:
>
> > Hi,
> > I am trying to install 'racd' package of Alexios to R 3.3.1 and
> come up
> > with the following error messages.
> > -----
> > > require(devtools)
> > Loading required package: devtools
> > > install_bitbucket("alexiosg/racd")
> >
> > ** preparing package for lazy loading
> > Warning in rgl.init(initValue, onlyNULL) :
> > RGL: unable to open X11 display
> > Warning: 'rgl_init' failed, running with rgl.useNULL = TRUE
> > Error : object 'as.vector' is not exported by 'namespace:Matrix'
> > ERROR: lazy loading failed for package 'racd'
> > * removing '/gpfs/software/R/3.3.1/gcc/lib64/R/library/racd'
> > Error: Command failed (1)
> >
> > -----
> > How could I solve for these errors? By the way, when will the
> 'racd' could
> > be downloaded directly from CRAN?
> >
> > Regards,
> > Trung
> >
> > [[alternative HTML version deleted]]
> >
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