Time Varying Higher Moments - racd?

Mark,

Have you tried passing ?build_vignettes=FALSE? to install_bitbucket? Else I think violet comes from the xcolor package.

Alexios

On 28 May 2014, at 18:35, Mark Knecht <markknecht at gmail.com> wrote:

Thanks Alexios. "jsu" returns a solution quickly. The sigma and
quantile plots appear to be pretty much identical to what was in your
paper. The skewness and kertosis plots do look somewhat different but
I expect that's probably cause by using this different model.

Anyway, the code as supplied in the paper works fine now.

The last issue is not overly important but twinkle didn't install due
to (I think) some missing color definitions in Latex. I'll need to see
if I can find some info on fixing that but the hard stuff appears to
be working.

Cheers,
Mark


Installing twinkle
'/usr/lib64/R/bin/R' --vanilla CMD build
'/tmp/Rtmp5b80e3/devtools9e055940c74/alexiosg-twinkle-9461ed2d91a9'  \
 --no-manual --no-resave-data

* checking for file
'/tmp/Rtmp5b80e3/devtools9e055940c74/alexiosg-twinkle-9461ed2d91a9/DESCRIPTION'
... OK
* preparing 'twinkle':
* 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_Twinkle_Package.tex' failed.
LaTeX errors:
! LaTeX Error: Undefined color `violet'.

See the LaTeX manual or LaTeX Companion for explanation.
Type  H <return>  for immediate help.
...
! LaTeX Error: Undefined color `violet'.




On Wed, May 28, 2014 at 10:10 AM, Alexios Ghalanos <alexios at 4dscape.com> wrote:

Hi Mark,

You are probably using the nig or ghyp distributions which do not have a closed form quantile function so it is evaluating it for every point (which is expensive!). Try the jsu distribution instead...it is very flexible and fast to evaluate.

Best,

Alexios

On 28 May 2014, at 16:13, Mark Knecht <markknecht at gmail.com> wrote:

Thanks Alexios. With a bit of guessing about Latex packages I got the
appendix directory installed and the R code runs. (Mostly - The first
3 plots are created. I've been waiting for about 20 minutes for the
quantile plot to finish but no results on that one yet.

Anyway, it works well enough for me to go a bit deeper now.

Cheers,
Mark

On Tue, May 27, 2014 at 2:08 PM, alexios ghalanos <alexios at 4dscape.com> wrote:
Hi Mark,

1. Have a look at the "install_bitbucket" documentation. There is the
option I believe to pass some extra arguments to "install" via '...'.
Specifically the "dependencies" (logical) and "build_vignettes" arguments.
2. You need to have the "appendix" package in your latex installation
(see the documentation of your linux flavor on how to do this).
3. fftw on CRAN builds ok for everything but OSX Mavericks...I may
remove it going forward and use the base implementation to avoid too
many problematic dependencies, but would welcome any feedback on speed
comparisons.

Best,

Alexios

On 27/05/2014 21:43, Mark Knecht wrote:

On Tue, May 27, 2014 at 12:59 PM, alexios ghalanos <alexios at 4dscape.com> wrote:
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)