Vis, 1. You've switched from a topic related to racd to one relating to rmgarch. Please start a new thread with an appropriate title (i.e. rmgarch in title).

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2. I know that this list may have shrunk over time, but I am not the only person on it. Please address the question to the group, not me personally. 3. I recently added a dispatch function function for gogarchsim to accept goGARCHfilter as well as goGARCHfit classes. This will allow easier fitting, filtering with new data, and then simulating the n-ahead predictive density. When I find time I will add some examples and clean up the warnings. Alexios On 22/09/2016 02:11, Vis Chen wrote: > Dear Alexios, > > I have tested "rmgarch.test4.R" in the rmgarch package, and when I run > the rmgarch.test4b commands: > > > data(dji30retw) > > Dat = dji30retw[, 1:15, drop = FALSE] > > spec2 = gogarchspec(mean.model = list(model = "AR", lag = 2), > + variance.model = list(model = "gjrGARCH", garchOrder = c(1,1)), > + distribution.model = c("mvnorm", "manig", "magh")[2], > + ica = "fastica") > > M.gg = fmoments(spec2, Data = dji30retw[,1:15], n.ahead = 1, roll = 2, > + solver = "solnp", cluster = cluster, gfun = "tanh", maxiter1=20000, > + A.init = diag(15)) > There were 15 warnings (use warnings() to see them) > > warnings() > Warning messages: > 1: unidentified option(s) in fit.control: > eval.se <http://eval.se> > > I tried to solve this by adding: > M.gg = fmoments(spec3x, Data = P, n.ahead = 1, roll = 8, *fit.control > = list(fixed.se <http://fixed.se> = FALSE, stationarity = TRUE, scale > = FALSE)*, > solver = "solnp", cluster = cluster, gfun = "tanh", > maxiter1=20000, > A.init = diag(10)) > > But I have difficulties interpreting how this fit.control affect the > model. > > Lastly, I tried to apply my own data to the same script and I received > these warnings: > > M.gg = fmoments(spec3x, Data = P, n.ahead = 1, roll = 8, > fit.control = list(fixed.se <http://fixed.se> = FALSE, stationarity = > TRUE, scale = FALSE), > + solver = "solnp", cluster = cluster, gfun = "tanh", > maxiter1=20000, > + A.init = diag(10)) > Warning messages: > 1: In sqrt(ans$h) : NaNs produced > 2: In sqrt(ans$h) : NaNs produced > 3: In sqrt(ans$h) : NaNs produced > 4: In sqrt(ans$h) : NaNs produced > > I have some returns that equal to 0 can this be a problem? Would M.gg > be invalid as a consequence of these warnings? > > Regards, > Vis > > > > On Wed, Sep 21, 2016 at 1:26 PM, Open Business Management Solutions > JSC <openbms...@gmail.com <mailto:openbms...@gmail.com>> wrote: > > It looks like an issue with X display. If you're installing this on a > server through a x-terminal, make sure you export the DISPLAY > environment, > e.g. > > export DISPLAY=0.0 > > 2016-09-21 16:48 GMT+07:00 Le Hai Trung KNH <trun...@hvnh.edu.vn > <mailto:trun...@hvnh.edu.vn>>: > > > Hi, > > I am trying to install 'racd' package of Alexios to R 3.3.1 and > come up > > with the following error messages. > > ----- > > > require(devtools) > > Loading required package: devtools > > > install_bitbucket("alexiosg/racd") > > > > ** preparing package for lazy loading > > Warning in rgl.init(initValue, onlyNULL) : > > RGL: unable to open X11 display > > Warning: 'rgl_init' failed, running with rgl.useNULL = TRUE > > Error : object 'as.vector' is not exported by 'namespace:Matrix' > > ERROR: lazy loading failed for package 'racd' > > * removing '/gpfs/software/R/3.3.1/gcc/lib64/R/library/racd' > > Error: Command failed (1) > > > > ----- > > How could I solve for these errors? By the way, when will the > 'racd' could > > be downloaded directly from CRAN? > > > > Regards, > > Trung > > > > [[alternative HTML version deleted]] > > > > _______________________________________________ > > R-SIG-Finance@r-project.org <mailto:R-SIG-Finance@r-project.org> > mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > <https://stat.ethz.ch/mailman/listinfo/r-sig-finance> > > -- Subscriber-posting only. If you want to post, subscribe first. > > -- Also note that this is not the r-help list where general R > questions > > should go. > > > > > > -- > OpenBMS - *Unlock your potentials* > > Level 6, Master Building > 41-43 Tran Cao Van Street > Ward 6, District 3, Hochiminh City > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org <mailto:R-SIG-Finance@r-project.org> > mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > <https://stat.ethz.ch/mailman/listinfo/r-sig-finance> > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R > questions should go. > > _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.