[R-SIG-Finance] (no subject)

[alexios ghalanos]

You need to install certain dependencies (if you do not know how please
ask on the general R help forums).
These include:
Rcpp, RcppArmadillo, numDeriv, chron, Rsolnp, mvtnorm, Kendall, fftw
and can generally be installed with one call from within R,
e.g.
install.packages(c("Rcpp", "RcppArmadillo", "numDeriv", "chron",
"Rsolnp", "mvtnorm", "Kendall", "fftw"))

Depending on the functionality you make use of, more packages might have
to be installed.

Regards,
Alexios

On Wed, 2011-07-20 at 06:52 -0700, Amjad Ali wrote:
> 
> Hi dear,
> I tried to install rgrach package it couldnt make it.How to download
> and install it.It gives me the following error.I dont understand how
> deal with it.plz help in installing and then loading rgarch package.
> 
> 
> 
> 
> utils:::menuInstallLocal()
> package 'rgarch' successfully unpacked and MD5 sums checked
> > library(rgarch)
> Error in gzfile(file, "rb") : cannot open the connection
> In addition: Warning messages:
> 1: In gzfile(file, "r") :
>   cannot open compressed file 'C:/Program
> Files/R/R-2.13.1/library/Rcpp/DESCRIPTION', probable reason 'No such
> file or directory'
> 2: In gzfile(file, "rb") :
>   cannot open compressed file '', probable reason 'No such file or
> directory'
>  
>  
> Regards 
> 
> Amjad Ali 
> 
> 
> 
> 
> ______________________________________________________________________
> From: 4dscape.com <alexios at 4dscape.com>
> To: Amjad Ali <amjadali_ktk at yahoo.com>
> Cc: "r-sig-finance at r-project.org" <r-sig-finance at r-project.org>
> Sent: Wed, July 20, 2011 5:14:33 PM
> Subject: Re: [R-SIG-Finance] (no subject)
> 
> Look at the documentation for ugarchspec in the rgarch package. The
> option 'arfima' (TRUE/FALSE) is documented and rather self
> explanatory.
> 
> Regards,
> -Alexios
> 
> On Jul 19, 2011, at 4:10, Amjad Ali <amjadali_ktk at yahoo.com> wrote:
> 
> > Hi 
> > In the rgarch package I could not find the codes for simultaneous
> fitting of 
> > Autoregressive fractionally integrated Moving average model with
> GARCH errors 
> > i.e ARFIMA(p,d,q)-GARCH(r,s) model.in fGarch package the codes for
> fitting 
> > arma(p,q)-GARCH(r,s) is available but not for
> ARFIMA(p,d,q)-GARCH(r,s) . Please 
> > help in this regrad
> > 
> > 
> > Regards 
> > 
> > Amjad Ali 
> > 
> > 
> > 
> > 
> > ________________________________
> > From: soren wilkening <me at censix.com>
> > To: r-sig-finance at r-project.org
> > Sent: Mon, July 18, 2011 11:52:18 PM
> > Subject: Re: [R-SIG-Finance] (no subject)
> > 
> > You could use the 'rgarch' package. Does everything you want and
> more. (of
> > course there are alternatives as well)
> > Soren
> > 
> > -----
> > http://censix.com
> > --
> > View this message in context: 
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> > Sent from the Rmetrics mailing list archive at Nabble.com.
> > 
> > _______________________________________________
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