Dear Ning,
are you referring to the deprecated function garchOxFit() of the package fGarch,
formerly contained in fSeries? If so:
library(sos)
findFn("garchOxFit")
which yields:
http://finzi.psych.upenn.edu/R/library/fGarch/html/00fGarch-package.html
And there you will find at the bottom of the page:
OX Interface
NOTE: garchOxFit is no longer part of fGarch package. If you are interested to
use, please contact us.
contains a Windows interface to OX.
The function garchOxFit interfaces a subset of the functionality of the G at
ARCH 4.0 Package written in Ox. G at RCH 4.0 is one of the most sophisticated
packages for modelling univariate GARCH processes including GARCH, EGARCH, GJR,
APARCH, IGARCH, FIGARCH, FIEGARCH, FIAPARCH and HYGARCH models. Parameters can
be estimated by approximate (Quasi-) maximum likelihood methods under four
assumptions: normal, Student-t, GED or skewed Student-t errors.
Furthermore, do you have Ox installed on your PC?
http://www.doornik.com/products.html
Best,
Bernhard
> -----Urspr?ngliche Nachricht-----
> Von: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] Im Auftrag von Ning Cheng
> Gesendet: Sonntag, 27. M?rz 2011 05:16
> An: r-help at r-project.org
> Betreff: [R] Garchoxfit package
>
> Dear List,
> I'm now using Ubuntu 10.10 and I want to use the garchoxfit
> function.It seems that I need to download the package.
>
> While after installing the package,I still can't use the
> garchoxfit function.What's the reason and how to fix that?
>
> Thanks for your time!
>
> Best,
> Ning
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
*****************************************************************
Confidentiality Note: The information contained in this ...{{dropped:10}}