Hi Anatoly, try wrapping it in a ‘try/catch’ function. Additionally, I suggest you switch to tsgarch. rugarch is in minimal maintenance mode it’s the intention to slowly transition everyone to use the new package. With the exception of a few models/features, there is little missing from tsgarch and it is a more robust/modern GARCH package.
Alexios > On Dec 18, 2025, at 07:17, Anatoly Schmidt <[email protected]> wrote: > > I'm wondering if there is an option to skip a non-convergent combo of garch > input parameters within the loop upon different parameter values. > I thought something like > if(convergence(ugarchfit(GARCHspec, solver="hybrid", returns)) != "0") { > print("NA") > next > } > It did not give an error for the runs with 'good' parameters. But in case > of a 'bad' parameter combo, I got the following: > > error in evaluating the argument 'object' in selecting a method for > function 'convergence': object 'B' not found > > Thanks much, Alec > > -- > Anatoly Schmidt > Adjunct Professor, Finance and Risk Engineering, NYU Tandon School > https://www.linkedin.com/in/alec-schmidt-9a761716/ > > [[alternative HTML version deleted]] > > _______________________________________________ > [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.
