HI,
I need urgently garch and egarch models. After looking through the R mail
archives I found http://www.egss.ulg.ac.be/garch/default.htm which is an Ox
package. After downloading and installing it in R (Version 1.4.1 through the
windows dialog "Packages") I received the following warning:
install.packages("D:/benjamin/bartels/R/packages/garch22/garch_v22.zip",
.libPaths()[1], CRAN = NULL)
updating HTML package descriptions
Warning message:
DESCRIPTION file of package garch22 missing or broken in:
package.description(i, field = "Title")
then I tried to use the EGarch:> egarch()
Error: couldn't find function "egarch"
And so I tried to load the package again:> {pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)}
Warning message:
Package `garch22' contains no R code in: library(pkg, character.only TRUE)
Well I really need the GARCH/EGARCH modells. So I was wondering whether
anyone could help me out.
Thanks in advance.
Benjamin
--
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Benjamin Janson <benjamin.janson at gmx.de> writes:> HI, > I need urgently garch and egarch models. After looking through the R mail > archives I found http://www.egss.ulg.ac.be/garch/default.htm which is an Ox > package. After downloading and installing it in R (Version 1.4.1 through the > windows dialog "Packages") I received the following warning: > > install.packages("D:/benjamin/bartels/R/packages/garch22/garch_v22.zip", > .libPaths()[1], CRAN = NULL) > updating HTML package descriptions > Warning message: > DESCRIPTION file of package garch22 missing or broken in: > package.description(i, field = "Title") > > then I tried to use the EGarch: > > egarch() > Error: couldn't find function "egarch" > > And so I tried to load the package again: > > {pkg <- select.list(sort(.packages(all.available = TRUE))) > + if(nchar(pkg)) library(pkg, character.only=TRUE)} > Warning message: > Package `garch22' contains no R code in: library(pkg, character.only > TRUE) > > Well I really need the GARCH/EGARCH modells. So I was wondering whether > anyone could help me out. > Thanks in advance.It's an Ox package. Try running it in Ox, not R! -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> > HI, > I need urgently garch and egarch models. After looking through the R mail > archives I found http://www.egss.ulg.ac.be/garch/default.htm which is an OxThat is a package for Ox by a colleague of mine here in Liege. The gar function in my repeated library does the standard Engle arch models, for normal and a selection of other distributions. Nothing very fancy. www.luc.ac.be/~jlindsey/rcode.html Jim -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._