Hi,
The method is "setbounds<-" not "setbounds".
e.g.
setbounds(spec)<-list(shape=c(4.1, 40), alpha1=c(0, 1))
Regards,
Alexios
On 19/06/2013 18:54, ce wrote:
Hi Alexios,
Thanks for the answer. In fact I was reading your document
http://www.unstarched.net/r-examples/rugarch/a-short-introduction-to-the-rugarch-package/
and I copied pasted the code. My old eyes didn't see the space . But still I
can't find setbounds
require(rugarch)
Loading required package: rugarch
Loading required package: Rcpp
Loading required package: RcppArmadillo
Package Rsolnp (1.14) loaded. To cite, see citation("Rsolnp")
KernSmooth 2.23 loaded
Copyright M. P. Wand 1997-2009
data(sp500ret)
# create a cluster object to be used as part of this demonstration
cluster = makePSOCKcluster(15)
spec = ugarchspec(variance.model = list(model = 'eGARCH', garchOrder = c(2,
1)), distribution = 'std')
setstart(spec) <- list(shape = 5)
setbounds(spec)
Error: could not find function "setbounds"
-----Original Message-----
From: "alexios ghalanos" [[email protected]]
Date: 06/18/2013 04:31 PM
To: "ce" <[email protected]>
CC: "" <[email protected]>
Subject: Re: [R-SIG-Finance] can't find setstart setbound setfixed in rugarch
package
That's because you use "< -" which is completely invalid syntax in this
setting. There is no space in the assignment function between "<" and
"-". (i.e. it should be "<-")
-Alexios
On 18/06/2013 21:18, ce wrote:
Hi
I installed R 3.01 , and rugarch. I use opensuse 12.3 .
I can't find setstart setbound and setfixed methods :
R
R version 3.0.1 (2013-05-16) -- "Good Sport"
Copyright (C) 2013 The R Foundation for Statistical Computing
Platform: x86_64-unknown-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
library("rugarch")
Loading required package: Rcpp
Loading required package: RcppArmadillo
Package Rsolnp (1.14) loaded. To cite, see citation("Rsolnp")
KernSmooth 2.23 loaded
Copyright M. P. Wand 1997-2009
spec = ugarchspec(variance.model = list(model = 'eGARCH', garchOrder = c(2,
1)), distribution = 'std')
setstart(spec) < - list(shape = 5)
Error: could not find function "setstart"
setbounds(spec)
Error: could not find function "setbounds"
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