R help - Aug 2006 - GARCH(1,1) optimization with R

Hello all,

Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and
VB.NET<http://vb.net/>.
It involves optimization of a three-variate function with some constraints.
Learned from Wilmott.com <http://wilmott.com/> that R might be able to do
it
but have no idea how.  Could anyone help me out please.  Thanks in advance.

Additional info:
1. Tried calling Excel Solver from within my web application - it works fine
except that Excel.exe won't go away from task manager although the Quit()
method has been used;
2. Also tried running (Process.Start) a separate console application that
calls Excel Solver from the code, getting error message: The application
failed to initialize properly (0xc0000142).
Any thought of an alternative?

Best wishes,
Pat

	[[alternative HTML version deleted]]

RSiteSearch("garch", "functions") produced 21 hits, the
first 10 of
which identified 'garch'-type capabilities in packages
'tseries',
'fSeries' and 'fOptions'.

	  Hope this helps.
	  Spencer Graves
p.s.  You might get better and quicker help from this listserve if your 
post conforms more closely to the posting guide 
"www.R-project.org/posting-guide.html", including providing commented,
minimal, self-contained, reproducible code.  Also, you may be interested 
in the "R-sig-finance" listserve for the Special Interest Group for
'R
in Finance'.

Patrick Zhang wrote:
>  Hello all,
> 
> Trying to implement GARCH(1,1) with ASP.NET <http://asp.net/> and
> VB.NET<http://vb.net/>.
> It involves optimization of a three-variate function with some constraints.
> Learned from Wilmott.com <http://wilmott.com/> that R might be able
to do it
> but have no idea how.  Could anyone help me out please.  Thanks in advance.
> 
> Additional info:
> 1. Tried calling Excel Solver from within my web application - it works
fine
> except that Excel.exe won't go away from task manager although the
Quit()
> method has been used;
> 2. Also tried running (Process.Start) a separate console application that
> calls Excel Solver from the code, getting error message: The application
> failed to initialize properly (0xc0000142).
> Any thought of an alternative?
> 
> Best wishes,
> Pat
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.