Hello, I have the following error which sometimes comes out from the ugarchfit function (rugarch package):
Error in diag(fit$robust.cvar) : nonvalid 'nrow' value (too large or NA) This error only appears for certain data sets but is not systematic even for data sets of exactly the same size. This error disappears when I use less external regressors (external.regressors input parameter in ugarchspec function). I would like to understand better the origin of this error and how I can remedy to this problem while keeping all my external regressors. Thanks a lot, cheers, Thibaut -- View this message in context: http://r.789695.n4.nabble.com/understanding-an-error-from-ugarchfit-tp4684836.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] 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.
