> Subject: [R] Question on running tseries::garch on Mac OSX > Date: Sat, 18 Jan 2003 15:58:50 -0800 > From: Nicholas Waltner <[EMAIL PROTECTED]> > To: <[EMAIL PROTECTED]> > > Hello, > > When I run the garch examples, I get the following output: > > > dax.garch <- garch(dax) > > ***** ESTIMATION WITH ANALYTICAL GRADIENT ***** > /// TUNER5.... V(30) = 0.750E+00 SHOULD BE BETWEEN 0.503-314 AND > NaN > /// AFCTOL.... V(31) = 0.100E-19 SHOULD BE BETWEEN 0.518-317 AND > NaN > /// LMAX0..... V(35) = 0.100E+01 SHOULD BE BETWEEN 0.518-317 AND > NaN > /// LMAXS..... V(36) = 0.100E+01 SHOULD BE BETWEEN 0.518-317 AND > NaN > /// DINIT..... V(38) = -0.100E+01 SHOULD BE BETWEEN -0.100E+02 AND > NaN > /// DTINIT.... V(39) = 0.100E-05 SHOULD BE BETWEEN 0.000E+00 AND > NaN > /// D0INIT.... V(40) = 0.100E+01 SHOULD BE BETWEEN 0.000E+00 AND > NaN > > Warning message: > `Machine' is deprecated. > Use `.Machine' instead. > See ?Deprecated. > > > > I can�t figure out what to do about the machine is deprecated issue. It > seems that the routine is not picking up machine numerical characteristics, > eps etc. I tried an eps = 0.1 and get slightly better errors (see below). > So, when it calls dsumsl, the errors above are produced. I have checked > str(.Machine) and the definitions are all there. > > What should I do to get garch to run?
Use the newest version of tseries 0.9-7. best Adrian -- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:[EMAIL PROTECTED] Switzerland WWW : http://trapletti.homelinux.com ______________________________________________ [EMAIL PROTECTED] mailing list http://www.stat.math.ethz.ch/mailman/listinfo/r-help
