Time Varying Higher Moments - racd?

Since 2013 the development repository for my packages has moved (a
couple of time). See:
http://www.unstarched.net/r-downloads/
for latest details.

-Alexios

Thanks Alexios. I started reading that based on Pierre's response but
I'm hung up:

1) I needed the fftw  package to install but it wouldn't as it was not
finding fftw3. I then  found fftw-3.3.3-r2 in Gentoo portage and think
I got past that problem.

2) I'm now just trying to install all the packages shown on yor
r-downloads page but rmgarch won't install apparently due to (I think)
Latex issues. I got as far as failing due to something called texi2dvi
which I found and installed from portage again, but now I have this
problem due to a missing appendix.sty file I think.

Thanks for any pointers into what I'm doing wrong here.

Cheers,
Mark


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require(devtools)

Loading required package: devtools

Attaching package: ?devtools?

The following objects are masked from ?package:utils?:

    ?, help

The following object is masked from ?package:base?:

    system.file

install_bitbucket("rmgarch","alexiosg")

Installing bitbucket repo(s) rmgarch/master from alexiosg
Downloading master.zip from
https://bitbucket.org/alexiosg/rmgarch/get/master.zip
Installing package from /tmp/Rtmpwt0Tnh/master.zip
arguments 'minimized' and 'invisible' are for Windows only
Installing rmgarch
'/usr/lib64/R/bin/R' --vanilla CMD build
'/tmp/Rtmpwt0Tnh/devtools2a9e1a643c4a/alexiosg-rmgarch-d012deb54925'
\
  --no-manual --no-resave-data

* checking for file
'/tmp/Rtmpwt0Tnh/devtools2a9e1a643c4a/alexiosg-rmgarch-d012deb54925/DESCRIPTION'
... OK
* preparing 'rmgarch':
* checking DESCRIPTION meta-information ... OK
* cleaning src
* installing the package to build vignettes
* creating vignettes ... ERROR
Error in texi2dvi(file = file, pdf = TRUE, clean = clean, quiet = quiet,  :
  Running 'texi2dvi' on 'The_rmgarch_models.tex' failed.
LaTeX errors:
! LaTeX Error: File `appendix.sty' not found.

Type X to quit or <RETURN> to proceed,
or enter new name. (Default extension: sty)

! Emergency stop.
<read *>

l.9 \usepackage
               [round]{natbib}^^M
!  ==> Fatal error occurred, no output PDF file produced!
Calls: <Anonymous> -> texi2pdf -> texi2dvi
Execution halted
Error: Command failed (1)