Re: [R-SIG-Finance] Options solution?

2013-10-03 Thread BBands
Hi Jeff, I downloaded the source via svn, but I can't figure out how to install it into R. I tried: install.packages(/home/john/software/rgreeks-read-only/pkg, repos = NULL, type=source) without any luck. Hint please. Thanks, John On Tue, Aug 27, 2013 at 8:14 AM, BBands bba...@gmail.com

Re: [R-SIG-Finance] Options solution?

2013-10-03 Thread Joshua Ulrich
I'm not Jeff, but I'll try to help anyway. :) Your command works for me (after changing the path). What error do you get? Also, what's the output from sessionInfo() from your R session? You can also build/install on the command line via: R CMD build pkg R CMD INSTALL greeks_0.5-4.tar.gz Best,

Re: [R-SIG-Finance] Options solution?

2013-10-03 Thread BBands
Got it now. Thanks, John On Thu, Oct 3, 2013 at 2:57 PM, BBands bba...@gmail.com wrote: Hi Jeff, I downloaded the source via svn, but I can't figure out how to install it into R. I tried: install.packages(/home/john/software/rgreeks-read-only/pkg, repos = NULL, type=source)

[R-SIG-Finance] a problem with external regressors in rugarch

2013-10-03 Thread Alec Schmidt
Hi everyone, I'm struggling with adding external regressors X to arma+garch model using the following script: spec1121ex = ugarchspec(variance.model = list(model = sGARCH, garchOrder = c(2,1)), mean.model = list(armaOrder = c(1,1), include.mean = TRUE, external.regressors = X),