[R] Problems with garch() function tseries package R 2.6.0

Sun Nov 4 22:59:26 CET 2007

This is the sessionInfo() output immediatly before the hanging command garch():

sessionInfo()
R version 2.6.0 (2007-10-03) 
i386-pc-mingw32 

locale:
LC_COLLATE=Portuguese_Brazil.1252;LC_CTYPE=Portuguese_Brazil.1252;LC_MONETARY=Portuguese_Brazil.1252;LC_NUMERIC=C;LC_TIME=Portuguese_Brazil.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] tseries_0.10-11 zoo_1.4-0       quadprog_1.4-11

loaded via a namespace (and not attached):
[1] grid_2.6.0     lattice_0.17-2

---------- Cabeçalho original -----------

De: "Benilton Carvalho" bcarvalh at jhsph.edu
Para: "José Augusto Morais de Andrade Júnior - JAMAJ" jamaj at terra.com.br
Cópia: 
Data: Sun, 4 Nov 2007 16:26:29 -0500
Assunto: Re: [R] Problems with garch() function tseries package R 2.6.0

> Augusto,
> 
> a maior questao e' conseguirmos reproduzir o problema que vc esta'  
> reportando.
> 
> Como o Ripley comentou, ha' informacoes minimas para podermos dar uma  
> melhor ajuda (sessionInfo() e' uma delas:
> 
> http://www.R-project.org/posting-guide.html
> 
> De qualquer forma, assumindo que vc esta' no Windows, basta apenas  
> usar o Rterm, ao inves da interface grafica.... Mas sem estas  
> informacoes extras, nao ha' como progredir em uma solucao.
> 
> b
> 
> On Nov 4, 2007, at 4:20 PM, José Augusto Morais de Andrade Júnior -  
> JAMAJ wrote:
> 
> >
> > Hi,
> >
> > I have just downloaded R 2.6.0 in other machine. The problem is the  
> > same.
> > So, does anyone know how to make this function work again?
> >
> > For now, i will use my old version of R.
> >
> > Thanks in advance.
> >
> > José Augusto Jr.
> >
> > ---------- Cabeçalho original -----------
> >
> > De: "Prof Brian Ripley" ripley at stats.ox.ac.uk
> > Para: "José Augusto Morais de Andrade J únior - JAMAJ" jamaj at terra.com.br
> > Cópia: "Kurt Hornik" Kurt.Hornik at R-project.org, r-help at R-project.org
> > Data: Sun, 4 Nov 2007 15:07:50 +0000 (GMT)
> > Assunto: [Spam] Re: [R] Problems with garch() function tseries  
> > package R 2.6.0
> >
> >> Hmm, did you forget to tell us the minimal information required by  
> >> the
> >> posting guide?  And what did the package maintainer say?
> >>
> >> A guess: you are using Windows and doing this in Rgui.  I believe
> >> 'tseries' does Fortran I/O, and this is a symptom we have seen  
> >> before.
> >> The workaround is to use Rterm, not Rgui.
> >>
> >> Some (maybe all) packages that attempt to do Fortran output in Rgui  
> >> 2.6.0
> >> will loop indefinitely waiting for stdout which does not exist on a
> >> console.
> >>
> >>
> >> On Sun, 4 Nov 2007, José Augusto Morais de Andrade Júnior - JAMAJ  
> >> wrote:
> >>
> >>> Hi all,
> >>>
> >>> I recently updated my to R 2.6.0 and tseries package `tseries´  
> >>> version:
> >>> 0.10-11.
> >>>
> >>> When i was using R Version 2.3.1 (2006-06-01) with tseries 'tseries'
> >>> version: 0.10-7, the code
> >>>> garch(dflnRCLC1)
> >>> ***** ESTIMATION WITH ANALYTICAL GRADIENT *****
> >>>
> >>> Call:
> >>> garch(x = dflnRCLC1)
> >>> Coefficient(s):
> >>>      a0         a1         b1
> >>> 4.985e+00  1.880e-01  6.210e-14
> >>>>
> >>> worked very quick and well.
> >>>
> >>> Now, with the newer version of R and tseries, this code hangs and  
> >>> doesnt give any result
> >>>
> >>>> garch(dflnRCLC1)
> >>> ***** ESTIMATION WITH ANALYTICAL GRADIENT *****
> >>> its hangs forever...
> >>>
> >>>
> >>> What happens?
> >>>
> >>> Regards,
> >>>
> >>> José Augusto Jr.
> >>> University of São Paulo
> >>>
> >>> ______________________________________________
> >>> R-help at r-project.org mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/r-help
> >>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> >>> and provide commented, minimal, self-contained, reproducible code.
> >>>
> >>
> >> -- 
> >> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> >> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> >> University of Oxford,             Tel:  +44 1865 272861 (self)
> >> 1 South Parks Road,                     +44 1865 272866 (PA)
> >> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> >> E-mail classificado pelo Identificador de Spam Inteligente Terra.
> >> Para alterar a categoria classificada, visite
> >> http://mail.terra.com.br/cgi-bin/imail.cgi?+_u=jamaj&_l=1,1194188875.463773.24782.capalaba.hst.terra.com.br,3611,20031127114101,20031127114101
> >>
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> >
> > ______________________________________________
> > R-help at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> 
> 
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