Hi, all, I am doing some simulation studies using rmgarch package. I am using the "dccfit" to estimate the dynamic conditional correlation.
After each estimation, the "dccfit" gives me the following messages: Iter: 1 fn: 185.1321 Pars: 0.008106 0.871192 Iter: 2 fn: 185.1321 Pars: 0.008106 0.871190 solnp--> Completed in 2 iterations I was wondering how to turn off this message in the "dccfit" function. Here is my code: uspec = ugarchspec(variance.model = list(garchOrder = c(1,1), model = "sGARCH"), distribution.model = "norm") spec1 = dccspec(uspec = multispec( replicate(2, uspec) ), dccOrder = c(1,1), asymmetric = FALSE, distribution = "mvnorm") fit1 = dccfit(spec1, data = return[2:n,], fit.control = list(eval.se=FALSE)) rc1=rcor(fit1) Many thanks! Jun -- View this message in context: http://r.789695.n4.nabble.com/copula-with-rmgarch-tp4616138p4630216.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.