[R-SIG-Finance] EGARCH

[alexios]

Hi Liviu,

I'm not sure what the issue might be...I have built and tested without 
problem on fedora 14 x64 and windows 7 (against RcppArmadillo 0.2.28+).

Regards,
Alexios

On 10/09/2011 12:21, Liviu Andronic wrote:
> 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
>
>