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

From: Martin Becker <>
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
( 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)


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



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] mailing list PLEASE do read the posting guide and provide commented, minimal, self-contained, reproducible code. Received on Sat 16 Jun 2007 - 10:43:16 GMT

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