[R] Re: R-help digest, Vol 1 #51 - 13 msgs

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From: Adrian Trapletti (adrian.trapletti@lmttrading.com)
Date: Thu 23 Jan 2003 - 20:17:58 EST


Message-id: <3E2FB346.F982E045@lmttrading.com>


> Subject: [R] Question on running tseries::garch on Mac OSX
> Date: Sat, 18 Jan 2003 15:58:50 -0800
> From: Nicholas Waltner <nwaltner@attbi.com>
> To: <R-help@stat.math.ethz.ch>
>
> Hello,
>
> When I run the garch examples, I get the following output:
>
> > dax.garch <- garch(dax)
>
> ***** ESTIMATION WITH ANALYTICAL GRADIENT *****
> /// TUNER5.... V(30) = 0.750E+00 SHOULD BE BETWEEN 0.503-314 AND
> NaN
> /// AFCTOL.... V(31) = 0.100E-19 SHOULD BE BETWEEN 0.518-317 AND
> NaN
> /// LMAX0..... V(35) = 0.100E+01 SHOULD BE BETWEEN 0.518-317 AND
> NaN
> /// LMAXS..... V(36) = 0.100E+01 SHOULD BE BETWEEN 0.518-317 AND
> NaN
> /// DINIT..... V(38) = -0.100E+01 SHOULD BE BETWEEN -0.100E+02 AND
> NaN
> /// DTINIT.... V(39) = 0.100E-05 SHOULD BE BETWEEN 0.000E+00 AND
> NaN
> /// D0INIT.... V(40) = 0.100E+01 SHOULD BE BETWEEN 0.000E+00 AND
> NaN
>
> Warning message:
> `Machine' is deprecated.
> Use `.Machine' instead.
> See ?Deprecated.
> >
>
> I canšt figure out what to do about the machine is deprecated issue. It
> seems that the routine is not picking up machine numerical characteristics,
> eps etc. I tried an eps = 0.1 and get slightly better errors (see below).
> So, when it calls dsumsl, the errors above are produced. I have checked
> str(.Machine) and the definitions are all there.
>
> What should I do to get garch to run?

Use the newest version of tseries 0.9-7.

best
Adrian

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