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Help with rugarch
2 messages · jaimie villanueva, Alexios Ghalanos
Try updating Rcpp and RcppArmadillo. -Alexios
On Jan 20, 2013, at 16:33, jaimie villanueva <jaimie.villanueva at gmail.com> wrote:
Hi R users,
I've just updated my rugarch package version from "rugarch_1.0-8" to
"rugarch_1.0-16" and I'm getting a warning message never happened before.
This is the code I'm working with:.
*spec2=ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1,
1)),mean.model = list(armaOrder = c(0,0), include.mean =
F),distribution.model = "norm")*
*modelo2=ugarchfit(spec2,Ut,solver = "solnp")*
*modelo2*
When I run this, I get the following message:
*> spec2=ugarchspec(variance.model = list(model = "sGARCH", garchOrder =
c(1, 1)),mean.model = list(armaOrder = c(0,0), include.mean =
F),distribution.model = "norm")*
*> modelo2=ugarchfit(spec2,d_Ut,solver = "solnp")*
*Error in .hessian2sidedcpp(f, ipars[estidx, 1], arglist = arglist) : *
* SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'*
The problem might be in relation with the version change, as this code
works perfectly with my former version ("rugarch_1.0-8")
I don't know what this message stands for, so It would be apreciated any
suggestion on this.
Jaimie.
--
*Jaimie.*
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