An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20091118/12ddcf8d/attachment.pl>
fSeries/fGarch for R 2.7.0
4 messages · matthias.kornexl at raiffeisenbank.at, Cedrick Johnson, Brian G. Peterson +1 more
One thing I can think of is to back out fSeries to your previous version: http://cran.r-project.org/src/contrib/Archive/fSeries/ other than that, i'm stumped. You may find a better response on the general R-help list as this is dealing more with package management rather than finance per so.. Hope this helps, cedrikc
matthias.kornexl at raiffeisenbank.at wrote:
Hi everyone!
I am using R (Windows R 2.7.0, no newer version available because
of restrictions from the IT-department) to model and backtest trading
strategies. I was also using some Rmetrics-packages (e.g. fSeries and
fGarch) and everything worked fine. Now I tried to update the
fCalendar-package and an error occured since fCalendar uses the MASS
package and MASS requires R >=2.10.0 (I don't know why this error hasn't
occured before). Changing the fCalendar-package to the version I used
until now didn't help. It is not possible to get the fSeries package
running again. Has anyone an idea what to do to get the system running
again.
Thanks and best regards
Matthias Kornexl
----------------------------------------
Raiffeisenlandesbank Nieder??sterreich-Wien AG - Firmensitz Wien - FN 203160s - HG Wien - DVR-Nummer: 0031585
Der Austausch von Nachrichten mit o.a. Absender via e-mail dient ausschliesslich Informationszwecken. Rechtsgeschaeftliche Erklaerungen duerfen ueber dieses Medium nicht ausgetauscht werden.
Correspondence with a.m. sender via e-mail is only for information purposes. This medium is not to be used for the exchange of legally-binding communications.
----------------------------------------
[[alternative HTML version deleted]]
------------------------------------------------------------------------
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
matthias.kornexl at raiffeisenbank.at wrote:
Hi everyone!
I am using R (Windows R 2.7.0, no newer version available because
of restrictions from the IT-department) to model and backtest trading
strategies. I was also using some Rmetrics-packages (e.g. fSeries and
fGarch) and everything worked fine. Now I tried to update the
fCalendar-package and an error occured since fCalendar uses the MASS
package and MASS requires R >=2.10.0 (I don't know why this error hasn't
occured before). Changing the fCalendar-package to the version I used
until now didn't help. It is not possible to get the fSeries package
running again. Has anyone an idea what to do to get the system running
again.
Thanks and best regards
Matthias Kornexl
Older versions are available on CRAN, and I suggest that your boss or your bosse's boss talk to IT about removing stupid restrictions so you can do your job. Regards, - Brian -- Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock
On aside is that fCalendar and fSeries have been replaced by the timeDate and timeSeries package. Jeff
On Wed, Nov 18, 2009 at 8:31 AM, <matthias.kornexl at raiffeisenbank.at> wrote:
Hi everyone! ? ? ? ?I am using R (Windows R 2.7.0, no newer version available because of restrictions from the IT-department) to model and backtest trading strategies. I was also using some Rmetrics-packages (e.g. fSeries and fGarch) and everything worked fine. Now I tried to update the fCalendar-package and an error occured since fCalendar uses the MASS package and MASS requires R >=2.10.0 (I don't know why this error hasn't occured before). Changing the fCalendar-package to the version I used until now didn't help. It is not possible to get the fSeries package running again. Has anyone an idea what to do to get the system running again. Thanks and best regards Matthias Kornexl ---------------------------------------- Raiffeisenlandesbank Nieder?sterreich-Wien AG ?- ?Firmensitz Wien - ?FN 203160s - HG Wien - DVR-Nummer: 0031585 Der Austausch von Nachrichten mit o.a. Absender via e-mail dient ausschliesslich Informationszwecken. Rechtsgeschaeftliche Erklaerungen duerfen ueber dieses Medium nicht ausgetauscht werden. Correspondence with a.m. sender via e-mail is only for information purposes. This medium is not to be used for the exchange of legally-binding communications. ---------------------------------------- ? ? ? ?[[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com