The updated version now has an additional argument in the ugarchfit method called "numderiv.control" which effectively allows fine tuning of the options for the numerical evaluation of the gradient and hessian during the post-estimation phase (and passed to the numDeriv package's jacobian and hessian functions). This was deemed necessary since "one size does not fit all".
Alexios On 16/07/2014 10:31, Ole Bueker wrote: > Updating said packages have solved the convergence problems for me. > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/understanding-an-error-from-ugarchfit-tp4684836p4694082.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.
