[R] the significance of BEKK estimation

[Joshua Ulrich]

Carlos,

On Wed, Jan 25, 2012 at 12:15 PM, ctrucios <ctrucios at gmail.com> wrote:
> Good afternoon,
>
> I'm trying to use the package but I'm not getting mgarchBEKK, try to
> download the package but when I load windows I get an error, I think the
> file I'm down (it's a site: http://www.quantmod.com/download / mgarchBEKK /)
> is damaged, someone has that package so I can help?.

I doubt it's damaged.  The site says the Windows binary was built
using R-2.12.0.  You don't say what the error was or what version of R
you're using, so it's hard to help.  But I bet you're using an
incompatible version of R.

It will probably work if you build from source, which is also provided
on the site.

> Greetings.
>
> Carlos
>

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com


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