[R-SIG-Finance] EGARCH

[Liviu Andronic]

Dear Alexios


On Sat, Sep 10, 2011 at 9:42 AM, alexios <alexios at 4dscape.com> wrote:
> It is NOT under "construction" on CRAN:
> http://cran.r-project.org/web/packages/rugarch/index.html
>
To slightly hi-jack the thread, I have troubles building 'rugarch' on
Xubuntu. The command
install.packages("rugarch")

fails with the following last lines:
gcc -I/usr/share/R/include
-I"/usr/local/lib/R/site-library/Rcpp/include"
-I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic
-std=gnu99 -O3 -pipe  -g -c nig.c -o nig.o
Loading required package: fortunes
Loading required package: fortunes
/bin/bash: -c: line 1: syntax error near unexpected token `('
/bin/bash: -c: line 1: `  echo g++ -shared  -o rugarch.so
distributions.o filters.o fracdiff.o fracimport.o garchmodels.o
garchsim.o gig.o nig.o  Shan-Ho Chou: I got a question about
eigenvector. I've tried input a symmetric matrix to both R (using
eigen function) and Minitab, but the result is really different. Can
anyone tell me what's wrong with that? Bill Venables: Simple. Minitab
must be broken. Have you reported it to them?    -- Shan-Ho Chou and
Bill Venables       R-help (July 2007)
-L/usr/local/lib/R/site-library/Rcpp/lib -lRcpp
-Wl,-rpath,/usr/local/lib/R/site-library/Rcpp/lib -llapack -lblas
-lgfortran -lm -lgfortran -lm -L/usr/lib64/R/lib -lR; \'
make: *** [rugarch.so] Error 1
ERROR: compilation failed for package ‘rugarch’
* removing ‘/usr/local/lib/R/site-library/rugarch’
Warning in install.packages :
  installation of package 'rugarch' had non-zero exit status

I always auto-load 'fortunes' at the beginning of an R session (the
reason for the messed up output above), but I'm not sure this would
the cause for the fail. I am also unable to build 'RcppArmadillo'
0.2.29 if that matters, so I can only build against 0.2.25. All the
other deps installed fine. Below I post my R info.

Regards
Liviu


> sessionInfo()
R version 2.13.0 (2011-04-13)
Platform: x86_64-pc-linux-gnu (64-bit)

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C
LC_TIME=en_US.UTF-8
 [4] LC_COLLATE=en_US.UTF-8     LC_MONETARY=C
LC_MESSAGES=en_US.UTF-8
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C
LC_ADDRESS=C
[10] LC_TELEPHONE=C             LC_MEASUREMENT=en_US.UTF-8
LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] Rsolnp_1.11          truncnorm_1.0-5      chron_2.3-42
numDeriv_2010.11-1
[5] RcppArmadillo_0.2.25 Rcpp_0.9.6           fortunes_1.4-1

loaded via a namespace (and not attached):
[1] tools_2.13.0