Re: [R] Help for updating package

From: Kerpel, John <>
Date: Sat 15 Jul 2006 - 03:07:59 EST


I'm guessing you've got the latest version of fSeries if you downloaded it recently from CRAN.

I've noticed the convergence problems too. I changed to algorithm="lbfgsb" and haven't had a problem since. (I'm running Windows XP and R 2.3.1)


-----Original Message-----
[] On Behalf Of Ivan Kalafatic Sent: Friday, July 14, 2006 10:26 AM
To:; Subject: [R] Help for updating package

I have a problem with garchFit fuction in fSeries package. I found the following reply on one of the R list:
"GARCH-Modelling is not easy, and indeed for your dataset the default
"Sequential Quadratic Programming" solver doesn't converge. I observed
this also for some other time series. There is already an updated version on the server, which uses improved control parameter settings as default values. With this version there exist no convergence problems"

How to update my version of fSeries with the provided link?

Thank you. mailing list PLEASE do read the posting guide! mailing list PLEASE do read the posting guide! Received on Sat Jul 15 03:14:32 2006

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