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?
Regards,
Nick
With eps = 0.1
***** ESTIMATION WITH ANALYTICAL GRADIENT *****
/// TUNER5.... V(30) = 0.750E+00 SHOULD BE BETWEEN 0.503-314 AND
NaN
/// AFCTOL.... V(31) = 0.100E-01 SHOULD BE BETWEEN 0.518-317 AND
NaN
/// RFCTOL.... V(32) = 0.215E+00 SHOULD BE BETWEEN 0.503-314 AND
0.100E+00
/// XFTOL..... V(34) = 0.100E+02 SHOULD BE BETWEEN 0.000E+00 AND
0.100E+01
/// 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
--
Nicholas and Silvia Waltner
1726 Evergreen Place
Seattle, WA 98122
Cellular: 206.972.1456
Phone/Fax: 206.726.3486
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