install errors: non zero exit status in i.p.(...). Please make sure RTOOLS is in path >>RTOOLS is not available in 3.5.1
I assume errors are not fatal. BR Amit Listusers, Early answers help everyone. Please acknowledge when you receive a useful reply. Don't spam the lists with unnecessary questions On Mon, Aug 27, 2018 at 6:48 AM alexios galanos <[email protected]> wrote: > The plotting functionality has been fixed in version 1.3-5 which is > available in the package’s bitbucket development repo ( > https://bitbucket.org/alexiosg/rmgarch/src/master/). > > Additionally, an extra argument (‘output') has been added to rcor and rcov > which returns the pairwise values in matrix (or xts if a date is available) > format (set output=“matrix” rather than default “array”). > > To use ggplot you probably want to convert the output to a long > data.frame. The tsbox package has useful automatic converters to help you > do this. > > > Alexios > > > > On Aug 22, 2018, at 9:24 AM, Amit Mittal <[email protected]> > wrote: > > > > Does anyone have the workaround for or a working copy of rmgarch with the > > plot function working after updating the R packages to 3.5.1? > > > > > > > > I am using pairwise cmd as suggested workaround to get some output > > > > > > > > plot(rmdcc.fit, which=1, series=c(2,6)) > > > > Error in mtext(paste("rmgarch : DCC model fit"), side = 4, adj = 0, > > padj = 0, : > > > > plot.new has not been called yet > > > > > > > > My final goal is to get multiple plots on the same graph so I can point > to > > common regimes before and after the crises > > > > > > > > My data set uses n indices from 37 indices (n>10) I have been unable to > use > > score models in multivariate specification because I do not have the > > required package name > > > > > > > > The rmgarch functions respond fast on both dccfit and cgarchfit but the > > plot fn it seems to longer works , as seen on various R forums > > > > > > > > I get a plot.new() not called error which seems to be however a syntax > > problem > > > > > > > > I am using > > > > `plot(dccfitobj.2019)` as suggested by zivot (EE502 presentation on > uwash) > > > > > > > > And am also ready to try if plot or ggplot2 can work with the > @mfit/@model > > names/coefs/R/Q > > > > > > > > plot(rmdcc.fit.t) > > > > > > > > Make a plot selection (or 0 to exit): > > > > > > > > 1: Conditional Mean (vs Realized Returns) > > > > 2: Conditional Sigma (vs Realized Absolute Returns) > > > > 3: Conditional Covariance > > > > 4: Conditional Correlation > > > > 5: EW Portfolio Plot with conditional density VaR limits > > > > > > > > Selection: 3 > > > > Error in mtext(paste("rmgarch : DCC model fit"), side = 4, adj = 0, > > padj = 0, : > > > > plot.new has not been called yet > > > >> > ################################################################################ > > > > > > > > ______________________________ > > Amit Mittal > > Ph.D. in Finance and Accounting (tbd) > > Indian Institute of Management, Lucknow > > http://ssrn.com/author=2665511 > > Mob: +91 7899381263 <+91%2078993%2081263> > > > > ______________________________ > > > > [[alternative HTML version deleted]] > > > > _______________________________________________ > > [email protected] 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. > > > > -- ______________________________ Amit Mittal Pursuing Ph.D. in Finance and Accounting Indian Institute of Management, Lucknow Visit my SSRN author page: http://ssrn.com/author=2665511 * Top 10% Downloaded Author on SSRN Mob: +91 7525023664 This message has been sent from a mobile device. I may contact you again. _________________ [[alternative HTML version deleted]] _______________________________________________ [email protected] 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.
