Thibaut, I’m guessing you are continuing to have convergence problems, though I cannot be sure depending on what it is you are passing as data to the function.
There is a method called ‘convergence’ which can be used on a uGARCHfit object (it should return 0 if ok…related to the convergence codes of the underlying solvers). Additionally, if you are automating the estimation, you might want to enclose the estimation function with a ‘mod=try(ugarchfit(…), silent=TRUE)’ and then check that !is(mod, ’try-error’). Regards, Alexios On 18 Feb 2014, at 15:44, tvernay <[email protected]> wrote: > Thanks a lot for your help Alexios, the previously mentioned error has > disappeared! > Now I have the same question regarding another error which I experienced and > which I do not understand: > > Error in ans$res : $ operator is invalid for atomic vectors > > Is it also related to model convergence failure? Is there any input > parameter in ugarchfit that could prevent this error from occuring? > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/understanding-an-error-from-ugarchfit-tp4684836p4685490.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. > _______________________________________________ [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.
