Bug report on mgarchBEKK

The example supplied for mvBEKK.sim() doesn't work with R 2.5.1:

library(mgarchBEKK)

`mgarchBEKK' version: 0.07-8

sim = mvBEKK.sim(series.count = 3, T = 2500)

the part of the args list of 'list' being evaluated was:
   (length = T, series.count = series.count, order = order, params =

params, true.params = buff.par, eigenvalues = eigenvalues,
uncond.cov.matrix = sigma, white.noise = nu, eps = eps.list, cor =
cor, sd = sd, )

Error in mvBEKK.sim(series.count = 3, T = 2500) : 
        element 12 is empty

Ajay Shah                                      http://www.mayin.org/ajayshah  
ajayshah at mayin.org                             http://ajayshahblog.blogspot.com
<*(:-? - wizard who doesn't know the answer.