racd installation

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
    >
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    >
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