[R] Help for updating package

Ivan Kalafatic ivan.kalafatic at gmail.com
Fri Jul 14 17:26:23 CEST 2006


I have a problem with garchFit fuction in fSeries package. I found the
following reply on one of the R list:
"GARCH-Modelling is not easy, and indeed for your dataset the default
"Sequential Quadratic Programming" solver doesn't converge. I observed
this also for some other time series. There is already an updated
version on the server,
https://svn.r-project.org/Rmetrics/trunk/fSeries/
which uses improved control parameter settings as default values. With
this version there exist no convergence problems"

How to update my version of fSeries with the provided link?

Thank you.



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