Dear all,
I am trying to backtest my VaR model in R using the rugarch package. Hence, I
am trying to plot the VaR exceedances using following code from the rugarch
package:
VaRplot(alpha=0.025,actual = returns,VaR = VaR,ylab = "daily log returns",xlab
= "date")
Unfortunately, I get
On 27 December 2015 at 20:32, Gayatri Nesarikar wrote:
| Hello,
|
| I have deployed a spark cluster on ec2 using the spark-ec2 script. I am
| trying to install the 'fOptions' R package in Rstudio on the master but I
| am getting the following errors while the install.packages() tries to
|
Hello,
I have deployed a spark cluster on ec2 using the spark-ec2 script. I am
trying to install the 'fOptions' R package in Rstudio on the master but I
am getting the following errors while the install.packages() tries to
install a depedency called 'gss'
/usr/bin/ld: cannot find -lRlapack
