Re: [R] fSeries - Ox - ver: 240.10068 - Steps to make it work

From: Martin Becker <martin.becker_at_mx.uni-saarland.de>
Date: Sat, 16 Jun 2007 12:31:58 +0200

I think there is still a small bug which I reported some time ago to r-sig-finance
(
https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000498.html) and which takes effect if the time series is not stored in the variable 'x':

The line

    write(x, file = "OxSeries.csv", ncolumns = 1, append = TRUE)

in .garchOxFit() (fSeries version 240.10068) should read

    write(x = series, file = "OxSeries.csv", ncolumns = 1, append = TRUE)

instead.

Incorporating the changes for OX-G_at_RCH4.2 could be a good occasion to fix this as well :-)

Regards,

  Martin

Ian Gregory wrote:
> -Bugs and fixes reported to Diethelm Wuertz.
> -In the interim. To make the Ox functions part of the fSeries package work please follow the following steps.
>
>
[snip]



R-help_at_stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat 16 Jun 2007 - 10:43:16 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sat 16 Jun 2007 - 12:32:02 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.