[R] Newbie problem with ox package

Benjamin Janson benjamin.janson at gmx.de
Mon Apr 15 14:53:40 CEST 2002


HI,
I need urgently garch and egarch models. After looking through the R mail
archives I found http://www.egss.ulg.ac.be/garch/default.htm which is an Ox
package. After downloading and installing it in R (Version 1.4.1 through the
windows dialog "Packages") I received the following warning:

install.packages("D:/benjamin/bartels/R/packages/garch22/garch_v22.zip",
.libPaths()[1], CRAN = NULL)
updating HTML package descriptions
Warning message: 
DESCRIPTION file of package garch22 missing or broken in:
package.description(i, field = "Title") 

then I tried to use the EGarch:
> egarch()
Error: couldn't find function "egarch"

And so I tried to load the package again:
> {pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)}
Warning message: 
Package  `garch22' contains no R code in: library(pkg, character.only =
TRUE) 

Well I really need the GARCH/EGARCH modells. So I was wondering whether
anyone could help me out.
Thanks in advance.
Benjamin

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