Estimating the T-S Garch model
John Frain wrote:
This script does not appear to work for me. I have already loaded fGarch 270.73 and when I try to run the script followed by the call to the 'iinstall' program i get the error message below. (I have ran the script from the internet and also downloaded it to my PC and the result is the same). |Packages|Update packages| works in the windows GUI. My version of fUnitRoots is 260.72 and it will not update. I had previously tried to download the zipped file for fUnitRoots and failed. I tried again this evening and failed again. (I have downloaded all the remaining Rmetrics files at this stage).
Yohan wrote:
<snip>
Note you can use the script installRmetrics to install "fGarch"
development package with
source("http://rmetrics.R-Forge.R-project.org/installRmetrics.R")
installRmetrics("fGarch", repos="http://R-Forge.R-project.org")
Or any other Rmetrics development package...
The likely cause here is that the .ZIP files have failed to build on
R-forge for whatever reason. Since John is using Windows, he won't
likely be compiling them from source. Perhaps somebody can take a look
at the R-forge Windows build logs for these two packages and figure out
what the build issue on Windows is.
Regards,
- Brian