[R-SIG-Finance] Apparent bug in rmgarch

Josh Segal jo@hu@@@eg@l @ending from gm@il@com
Mon Jun 25 18:21:56 CEST 2018


Hi guys (and Alexios),

When I try to run the function gogarchfilter, I get the error:
Error in paste("Asset_", 1:m sep = "") : object 'm' not found

Indeed, looking at gogarch-main.R, line 162 appears to reference m without
defining it (it is defined in line 43 for the .gogarchfit function).

A small issue, but looks like it needs to be fixed.

Thanks
Josh

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