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8 messages · Papa Senyo, Liviu Andronic, Alexios Ghalanos +1 more

Alexios Ghalanos
# 
Please use the 'new' rugarch package which is now on CRAN (for univariate GARCH models). Also note some changes to the new ugarchspec method documented in the help files.

Regards,

Alexios
On Sep 9, 2011, at 11:28, Papa Senyo <papa.senyo at yahoo.it> wrote:

            

      
      
      
    

        

      
      
    

  
  


  


      

    

    

      
      

        
      

    

    

      
      

        


  

        

      Alexios Ghalanos
    

    

      
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It is NOT under "construction" on CRAN:
http://cran.r-project.org/web/packages/rugarch/index.html

-Alexios

        
On 10/09/2011 08:33, Papa Senyo wrote:

            

      
      
      
    

  
  


  


      

    

    

      
      

        


  

        

      Liviu Andronic
    

    

      
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Dear Alexios

        
On Sat, Sep 10, 2011 at 9:42 AM, alexios <alexios at 4dscape.com> wrote:

            

      
      
      
    

        
To slightly hi-jack the thread, I have troubles building 'rugarch' on
Xubuntu. The command
install.packages("rugarch")

fails with the following last lines:
gcc -I/usr/share/R/include
-I"/usr/local/lib/R/site-library/Rcpp/include"
-I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic
-std=gnu99 -O3 -pipe  -g -c nig.c -o nig.o
Loading required package: fortunes
Loading required package: fortunes
/bin/bash: -c: line 1: syntax error near unexpected token `('
/bin/bash: -c: line 1: `  echo g++ -shared  -o rugarch.so
distributions.o filters.o fracdiff.o fracimport.o garchmodels.o
garchsim.o gig.o nig.o  Shan-Ho Chou: I got a question about
eigenvector. I've tried input a symmetric matrix to both R (using
eigen function) and Minitab, but the result is really different. Can
anyone tell me what's wrong with that? Bill Venables: Simple. Minitab
must be broken. Have you reported it to them?    -- Shan-Ho Chou and
Bill Venables       R-help (July 2007)
-L/usr/local/lib/R/site-library/Rcpp/lib -lRcpp
-Wl,-rpath,/usr/local/lib/R/site-library/Rcpp/lib -llapack -lblas
-lgfortran -lm -lgfortran -lm -L/usr/lib64/R/lib -lR; \'
make: *** [rugarch.so] Error 1
ERROR: compilation failed for package ?rugarch?
* removing ?/usr/local/lib/R/site-library/rugarch?
Warning in install.packages :
  installation of package 'rugarch' had non-zero exit status

I always auto-load 'fortunes' at the beginning of an R session (the
reason for the messed up output above), but I'm not sure this would
the cause for the fail. I am also unable to build 'RcppArmadillo'
0.2.29 if that matters, so I can only build against 0.2.25. All the
other deps installed fine. Below I post my R info.

Regards
Liviu

            

      
      
      
    

        
R version 2.13.0 (2011-04-13)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
LC_TIME=en_US.UTF-8
 [4] LC_COLLATE=en_US.UTF-8     LC_MONETARY=C
LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
LC_ADDRESS=C
[10] LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8
LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] Rsolnp_1.11          truncnorm_1.0-5      chron_2.3-42
numDeriv_2010.11-1
[5] RcppArmadillo_0.2.25 Rcpp_0.9.6           fortunes_1.4-1

loaded via a namespace (and not attached):
[1] tools_2.13.0

  
  


  


      

    

    

      
      

        


  

        

      Alexios Ghalanos
    

    

      
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Hi Liviu,

I'm not sure what the issue might be...I have built and tested without 
problem on fedora 14 x64 and windows 7 (against RcppArmadillo 0.2.28+).

Regards,
Alexios

        
On 10/09/2011 12:21, Liviu Andronic wrote:

            

      
      
      
    

  
  


  


      

    

    

      
      

        


  

        

      Dirk Eddelbuettel
    

    

      
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On 10 September 2011 at 13:21, Liviu Andronic wrote:

        
| Dear Alexios
| 
|

        
| On Sat, Sep 10, 2011 at 9:42 AM, alexios <alexios at 4dscape.com> wrote:

        
| > It is NOT under "construction" on CRAN:
| > http://cran.r-project.org/web/packages/rugarch/index.html
| >
| To slightly hi-jack the thread, I have troubles building 'rugarch' on
| Xubuntu. The command

That _must_ be your local problem. Fundamentally, Xubuntu is no different
from all the Debian systems that e.g. CRAN's checks or R-Forge run on.

| install.packages("rugarch")
| 
| fails with the following last lines:
| gcc -I/usr/share/R/include
| -I"/usr/local/lib/R/site-library/Rcpp/include"
| -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic
| -std=gnu99 -O3 -pipe  -g -c nig.c -o nig.o
| Loading required package: fortunes
| Loading required package: fortunes
| /bin/bash: -c: line 1: syntax error near unexpected token `('
| /bin/bash: -c: line 1: `  echo g++ -shared  -o rugarch.so
| distributions.o filters.o fracdiff.o fracimport.o garchmodels.o
| garchsim.o gig.o nig.o  Shan-Ho Chou: I got a question about
| eigenvector. I've tried input a symmetric matrix to both R (using
| eigen function) and Minitab, but the result is really different. Can
| anyone tell me what's wrong with that? Bill Venables: Simple. Minitab
| must be broken. Have you reported it to them?    -- Shan-Ho Chou and
| Bill Venables       R-help (July 2007)
| -L/usr/local/lib/R/site-library/Rcpp/lib -lRcpp
| -Wl,-rpath,/usr/local/lib/R/site-library/Rcpp/lib -llapack -lblas
| -lgfortran -lm -lgfortran -lm -L/usr/lib64/R/lib -lR; \'
| make: *** [rugarch.so] Error 1
| ERROR: compilation failed for package ?rugarch?
| * removing ?/usr/local/lib/R/site-library/rugarch?
| Warning in install.packages :
|   installation of package 'rugarch' had non-zero exit status
| 
| I always auto-load 'fortunes' at the beginning of an R session (the

Don't do that.  Some of the Rcpp-related build scripts (such as RcppArmadillo
and hence rugarch) need to ask R where the given package directory is in
order to link against. 

If you send unconditional output, it messes this up.

If you really need fortunes displayed, protect it inside 

    if (interactive()) {
        require(fortunes)
	...
    }

or something.

Dirk

| reason for the messed up output above), but I'm not sure this would
| the cause for the fail. I am also unable to build 'RcppArmadillo'
| 0.2.29 if that matters, so I can only build against 0.2.25. All the
| other deps installed fine. Below I post my R info.
| 
| Regards
| Liviu
| 
| 
| > sessionInfo()
| R version 2.13.0 (2011-04-13)
| Platform: x86_64-pc-linux-gnu (64-bit)
| 
| locale:
|  [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
| LC_TIME=en_US.UTF-8
|  [4] LC_COLLATE=en_US.UTF-8     LC_MONETARY=C
| LC_MESSAGES=en_US.UTF-8
|  [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
| LC_ADDRESS=C
| [10] LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8
| LC_IDENTIFICATION=C
| 
| attached base packages:
| [1] stats     graphics  grDevices utils     datasets  methods   base
| 
| other attached packages:
| [1] Rsolnp_1.11          truncnorm_1.0-5      chron_2.3-42
| numDeriv_2010.11-1
| [5] RcppArmadillo_0.2.25 Rcpp_0.9.6           fortunes_1.4-1
| 
| loaded via a namespace (and not attached):
| [1] tools_2.13.0
| 
| _______________________________________________
| R-SIG-Finance at r-project.org mailing list
| https://stat.ethz.ch/mailman/listinfo/r-sig-finance
| -- Subscriber-posting only. If you want to post, subscribe first.
| -- Also note that this is not the r-help list where general R questions should go.

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Liviu Andronic
    

    

      
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On Sat, Sep 10, 2011 at 3:09 PM, Dirk Eddelbuettel <edd at debian.org> wrote:

            

      
      
      
    

        
Nice catch, thanks! I wish it were included in the default
Rprofile.site as an example. Now both rugarch and RcppArmadillo
compile just fine.

Regards
Liviu