similar to: Error to install library( fSeries)

Full_Name: Martin Posch Version: 2.1.0 and 2.1.0 patched OS: Windows XP SP2 Submission from: (NULL) (131.130.1.135) When installing the Hmisc package using the install option in the RGUI I get the error message under both R 2.1.0 and R 2.1.0 patched (see the outputs below). I tried the install after a fresh reboot (to minimize the possibility of locked up files). The same problem arises with

I have Windows XP build scripts that look for R in a variety of folders and if multiple ones are found, takes the last one. For example, I currently have the following in \Program Files\R : rw1060 rw1062 rw1071 rw1071beta rw1081 rw1090 rw1090dev rw1091 rw1091pat rw2000 rw2001beta Note that it currently correctly gets rw2001beta but if I add rw2001 then it will not pick it up since

In the process of learning R, with a specific interest on financial time series. While I continue to get through the documents I am more a fan of learning by example and then looking up how each function is used. Any websites which post sample code for R? Thanks in advance. -- Jonathan jqm475 at gmail.com

Hi, I have a customized CentOS 5.5 kernel. I want it to upgrade it to CentOS 7. The approach I have decided was to take the CentOS 7 and then install the customized packages that are there in the CentOS 5.5. While trying to install the customized packages, I could install most of the packages, but I couldn't install the below in the latest CentOS 7. 1. rhpl 2. mod_perl 3.

Helo, please look at the log below: after loading the fSeries library, I can not use the log function. Is this a bug or what am I doing wrong? Because of this, I'm unable to use the garch library. thanks a lot for any help, Balazs Torma > log(1) [1] 0 > require("fSeries") Loading required package: fSeries Loading required package: robustbase Loading required package:

Hello all, When I tried to install fSeries in R, I got the following error messages: install.packages("fSeries",dependencies=T) Warning message: package 'fSeries' is not available (for R version 2.15.2) Is this package changing/merging to another package? Thanks, Rebecca ---------------------------------------------------------------------- This message, and any

Dear R People: I'm trying to use the garchFit function from the library(fSeries) However, R freezes every time that I use it. Is anyone else having this problem, please? Thanks in advance! R Version 2.2.1 Windows. Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: hodgess at gator.uhd.edu

Hi. I am trying to load the package fSeries, in order to load the package fGarch after. However, it says the following message. > local({pkg <- select.list(sort(.packages(all.available = TRUE))) + if(nchar(pkg)) library(pkg, character.only=TRUE)}) Loading required package: fBasics (Error : ... infinite recursion) Loading required package: fImport Loading required package: fSeries Loading

Hello, I am getting the following error message from unitrootTest. Do you have any clue of what could be wrong. Details: AMD64 (x86_64) Gentoo Linux system. library(fSeries) kmodel <- list(ar=c(.3,0,0,0,0.7,-.4*.7),d=1) x=armaSim(nobs,model=kmodel) unitrootTest(x,trend="c",statistic="t",method="adf",lags=2) Error in file(file, "r") : unable to open

Dear R-helpers, I have just loaded the fSeries package and I wanted to run the example provided in the documentation of garchOxFit but I got the following: > library(fSeries) > ?garchOxFit > library(datasets) > ?garchOxFit > ## Not run: > ## garchOxFit - > # Load Benchmark Data Set: > data(dem2gbp) > x = dem2gbp[, 1] >

Dear R-helper, I wish to implement the APARCH model as described in the fSeries documentation. But I get the following: >library(fSeries) [...] > ?aparchFit No documentation for 'aparchFit' in specified packages and libraries: you could try 'help.search("aparchFit")' > help.search("aparchFit") No help files found with alias or concept or

Full_Name: Robert Iquiapaza Version: 2.7.2 OS: Vista Submission from: (NULL) (69.127.35.170) In the help Examples for returns(fSeries) it is said that you can pass the method to compute ("continuous", "discrete", "compound", "simple") returns using 'type=' i.e. # Discrete Returns: returns(MSFT, type = "discrete") However when you use

fSeries Technical Analysis rsiTA problem Hello, I?m trying to use the rsiTA() function but keep getting this error: >rsiTA(tsx,14) Error in "[.timeSeries"(close, 1:(length(close) - 1)) : only 0's may be mixed with negative subscripts Here?s is the first three lines of my data: >tsx[1:3,] close 2004-04-18 20:00:00 8702.82 2004-04-19

Hello all, I am trying to use the "garchFit" function in the fSeries Package to fit a Garch(1,1) Model with t distribution. I am using the following codes. fit <- garchFit(~garch(1,1),data,cond.dist="dstd") fitted(fit) I was expecting the fitted(fit) would return the fitted volatility, but the result turns out to be a series of repeated same value. I tried to change the

I'm trying to use garchFit from fSeries, with Student or Skewed Student conditionnal distribution. Let's say that eps (vector) is my series of daily log-returns: data(EuStockMarkets) eps = diff(log(EuStockMarkets[,"CAC"])) library(fSeries) g = garchFit(series = eps, formula.var = ~garch(2,2), cond.dist = "dstd") s = g at fit$series All the coefficients are ok

Dear R Users, I am using code from the following links to do Hurst exponent estimation. link: http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php?rev=1&root=rmetrics&view=rev file: LongRangeDependence.R Take a look at the following run: > x<-(cos((1:200)/10)) > rsFit(diff(x,15))@hurst$H [1] 1.027420 > aggvarFit(diff(x,15))@hurst$H [1] 0.02301331 First of all, can anyone

Hello all, This is a request for help from somebody who has the Ox interfaces working in R. I am trying to get the Ox interfaces working for Arfima and Garch modelling. However, I am having several problems: 1. The link to download G at rch_v40 does not work. Does anybody have a copy to email to me please? 2. Various guides offer different instructions for installing Ox in the correct place

Good morning everyone, I use for the first time the package fSeries and i try to run the example given by Diethelm Würtz. But when i run its example which is the following # # Example: # Model a GARCH time series process # # Description: # PART I: Estimate GARCH models of the following type ARCH(2) # and GARCH(1,1) with normal conditional distribution functions. # PART II: Simulate

I used garchFit function to fit 1600 observations of EURO/USD 2-day returns in GARCH(1,1) model. As part of the summary I got warning message: NaNs produced in: sqrt(diag(fit$cvar)) And didn't get any estimates for 3 params' std.error, t value or probability: Error Analysis: Estimate Std. Error t value Pr(>|t|) mu -0.004827 0.020141 -0.240 0.811 ar1 0.010311

-Bugs and fixes reported to Diethelm Wuertz. -In the interim. To make the Ox functions part of the fSeries package work please follow the following steps. ------------------------------------------------- 1. Install R-project. 2. Install fSeries. 3. Download: http://www.core.ucl.ac.be/~laurent/G@RCH/site/xbdcons/garch42.zip (G@RCH package for Ox) 4. Download: