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garchmidas's Issues

install GarchMidas error,miss the packages "pracma",but I can not install it

installing to /Library/Frameworks/R.framework/Versions/3.5/Resources/library/GarchMidas/libs
** R
** data
*** moving datasets to lazyload DB
** byte-compile and prepare package for lazy loading
Error in loadNamespace(j <- i[[1L]], c(lib.loc, .libPaths()), versionCheck = vI[[j]]) :
there is no package called ‘pracma’
ERROR: lazy loading failed for package ‘GarchMidas’

  • removing ‘/Library/Frameworks/R.framework/Versions/3.5/Resources/library/GarchMidas’
    Error in i.p(...) :
    (converted from warning) installation of package ‘/var/folders/10/9_v22dcs4852yml73k3jb9pc0000gp/T//RtmpCF69IA/file8cbe4a0d17f2/GarchMidas_1.0.tar.gz’ had non-zero exit status

fit_GarchMidas error

hello, when i run GarchMidas, it prints

result <- fit_GarchMidas(data = epu, y = "return", x = "epu", freq = "month", K = 24)
[1] 3307
Error in llh(df = df.llh, y = data[[y]], x = covariate, freq = freq, mu = p["mu"], :
g_t seems to be negative for at least one point in time?
[1] 12
Error in llh(df = df.llh, y = data[[y]], x = covariate, freq = freq, mu = p["mu"], :
g_t seems to be negative for at least one point in time?
In addition: Warning message:
In fit_GarchMidas(data = epu, y = "return", x = "epu", freq = "month", :
could you tell me the error, thanks very much.

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