ripley at stats.ox.ac.uk wrote:
This is not the appropriate place to report such an error, unless you built the packages yourself under the current version of R, which you clearly did not.
I did (both R and tseries). I build the tseries packages with the "Rcmd" command and also with "make pkg-tseries" command.
And this is *definitely* not the place to say `me too'. Neither of you provided any debugging information. Please do not clog up R-bugs with reports on out-of-date builds, and please do remember that having compiled versions for R is a *privilege* which such reports abuse. Note that the tseries pre-compiled package did run the checks under the version of R on its date stamp and this may well be a problem with the R 1.6.1 build rather than the package.
I now check the package (so maybe the problem is in the package) with:
"make pkgcheck-tseries"
And the execution crashes with this output (tseries-Ex.Rout file) on
the garch example:
> ###--- >>> `garch' <<<----- Fit GARCH Models to Time Series
>
> ## alias help(garch)
>
> ##___ Examples ___:
>
> n <- 1100
> a <- c(0.1, 0.5, 0.2) # ARCH(2) coefficients
> e <- rnorm(n)
> x <- double(n)
> x[1:2] <- rnorm(2, sd = sqrt(a[1]/(1.0-a[2]-a[3])))
> for(i in 3:n) # Generate ARCH(2) process
+ {
+ x[i] <- e[i]*sqrt(a[1]+a[2]*x[i-1]^2+a[3]*x[i-2]^2)
+ }
> x <- ts(x[101:1100])
> x.arch <- garch(x, order = c(0,2)) # Fit ARCH(2)
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
I INITIAL X(I) D(I)
1 0.334425E+00 0.100E+01
2 0.500000E-01 0.100E+01
3 0.500000E-01 0.100E+01
IT NF F RELDF PRELDF RELDX STPPAR D*STEP
NPRELDF
0 1 -0.119E+03
1 3 -0.174E+03 0.32E+00 0.40E+00 0.1E+00 0.7E+04 0.1E+00
0.14E+04
2 5 -0.221E+03 0.21E+00 0.24E+00 0.2E+00 0.8E+01 0.1E+00
0.14E+04
3 6 -0.240E+03 0.80E-01 0.14E+00 0.2E+00 0.6E+01 0.1E+00
0.44E+02
4 7 -0.243E+03 0.13E-01 0.12E+00 0.1E+00 0.2E+01 0.1E+00
0.13E+02
5 8 -0.261E+03 0.69E-01 0.68E-01 0.1E+00 0.2E+01 0.1E+00
0.25E+01
6 9 -0.262E+03 0.22E-02 0.24E-01 0.1E+00 0.3E+01 0.1E+00
0.58E+00
7 10 -0.265E+03 0.12E-01 0.32E-01 0.4E-01 0.2E+01 0.5E-01
0.54E+00
8 11 -0.266E+03 0.36E-02 0.50E-02 0.4E-01 0.2E+01 0.5E-01
0.10E+00
9 14 -0.266E+03 0.38E-03 0.84E-03 0.5E-02 0.3E+01 0.7E-02
0.26E+00
10 15 -0.266E+03 0.69E-03 0.83E-03 0.5E-02 0.2E+01 0.7E-02
0.10E+00
11 16 -0.266E+03 0.58E-03 0.87E-03 0.1E-01 0.2E+01 0.1E-01
0.52E-01
12 17 -0.266E+03 0.23E-03 0.15E-02 0.2E-01 0.2E+01 0.3E-01
0.96E-02
13 18 -0.267E+03 0.11E-02 0.14E-02 0.3E-01 0.2E+01 0.3E-01
0.75E-02
14 19 -0.267E+03 0.97E-04 0.19E-03 0.2E-01 0.0E+00 0.2E-01
0.19E-03
15 22 -0.267E+03 0.44E-04 0.76E-04 0.1E-02 0.4E+01 0.1E-02
0.25E-03
16 24 -0.267E+03 0.16E-04 0.16E-04 0.3E-02 0.6E+00 0.3E-02
0.21E-04
17 25 -0.267E+03 0.40E-05 0.45E-05 0.3E-02 0.0E+00 0.3E-02
0.45E-05
18 27 -0.267E+03 0.25E-06 0.39E-06 0.5E-03 0.1E+01 0.6E-03
0.58E-06
19 28 -0.267E+03 0.15E-07 0.16E-07 0.2E-03 0.0E+00 0.2E-03
0.16E-07
20 29 -0.267E+03 0.38E-10 0.38E-10 0.8E-05 0.0E+00 0.8E-05
0.38E-10
***** RELATIVE FUNCTION CONVERGENCE *****
FUNCTION -0.266614E+03 RELDX 0.812E-05
FUNC. EVALS 29 GRAD. EVALS 21
PRELDF 0.384E-10 NPRELDF 0.384E-10
I FINAL X(I) D(I) G(I)
1 0.935455E-01 0.100E+01 -0.107E-03
2 0.505532E+00 0.100E+01 -0.676E-05
3 0.212453E+00 0.100E+01 -0.114E-04
>Your long-suffering Windows package compiler.
I hope I will not make you suffer too much ;-)
Kenneth Roy Cabrera Torres Celular +57 (315) 405 9339 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._