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List: r-sig-finance
Subject: Re: [R-SIG-Finance] Time Varying Higher Moments - racd?
From: Mark Knecht <markknecht () gmail ! com>
Date: 2014-05-28 21:30:46
Message-ID: CAK2H+ecUA__BM+tZ=1rGHa2bxn0deO+uOP8-tuHoR9Hq3q4p1Q () mail ! gmail ! com
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Alexios,
build_vignettes=FALSE allows twinkle to install without error.
xcolor was already installed but it appears to put stuff in a
slightly different latex path:
/usr/share/texmf-site/tex/latex/xcolor/xcolor.sty
vs
/usr/share/texmf-dist/tex/latex/appendix/appendix.sty
I know nothing about latex at all and this is using much more of
your time than I intended so I'm not sure we should go much further at
this point but if there's something here to fix I'm happy to help.
Cheers,
Mark
mark@c2RAID6 ~ $ equery files xcolor
* Searching for xcolor ...
* Contents of dev-tex/xcolor-2.11:
/usr
/usr/share
/usr/share/doc
/usr/share/doc/xcolor-2.11
/usr/share/doc/xcolor-2.11/ChangeLog.bz2
/usr/share/doc/xcolor-2.11/README.bz2
/usr/share/doc/xcolor-2.11/xcolor.pdf
/usr/share/doc/xcolor-2.11/xcolor1.dvi
/usr/share/doc/xcolor-2.11/xcolor2.pdf
/usr/share/doc/xcolor-2.11/xcolor3.dvi
/usr/share/doc/xcolor-2.11/xcolor4.dvi
/usr/share/texmf-site
/usr/share/texmf-site/doc
/usr/share/texmf-site/doc/latex
/usr/share/texmf-site/doc/latex/xcolor
/usr/share/texmf-site/doc/latex/xcolor/xcolor.pdf ->
/usr/share/doc/xcolor-2.11/xcolor.pdf
/usr/share/texmf-site/doc/latex/xcolor/xcolor1.dvi ->
/usr/share/doc/xcolor-2.11/xcolor1.dvi
/usr/share/texmf-site/doc/latex/xcolor/xcolor2.pdf ->
/usr/share/doc/xcolor-2.11/xcolor2.pdf
/usr/share/texmf-site/doc/latex/xcolor/xcolor3.dvi ->
/usr/share/doc/xcolor-2.11/xcolor3.dvi
/usr/share/texmf-site/doc/latex/xcolor/xcolor4.dvi ->
/usr/share/doc/xcolor-2.11/xcolor4.dvi
/usr/share/texmf-site/tex
/usr/share/texmf-site/tex/latex
/usr/share/texmf-site/tex/latex/xcolor
/usr/share/texmf-site/tex/latex/xcolor/svgnam.def
/usr/share/texmf-site/tex/latex/xcolor/x11nam.def
/usr/share/texmf-site/tex/latex/xcolor/xcolor.sty
mark@c2RAID6 ~ $ locate appendix.sty
/usr/share/texmf-dist/tex/latex/appendix/appendix.sty
/usr/share/texmf-dist/tex/latex/interfaces/interfaces-appendix.sty
/usr/share/texmf-dist/tex/latex/ltxmisc/thrmappendix.sty
mark@c2RAID6 ~ $
On Wed, May 28, 2014 at 11:01 AM, alexios ghalanos <alexios@4dscape.com> wrote:
> Mark,
>
> Have you tried passing "build_vignettes=FALSE" to install_bitbucket? Else I think \
> violet comes from the xcolor package.
> Alexios
>
> On 28 May 2014, at 18:35, Mark Knecht <markknecht@gmail.com> wrote:
>
> > Thanks Alexios. "jsu" returns a solution quickly. The sigma and
> > quantile plots appear to be pretty much identical to what was in your
> > paper. The skewness and kertosis plots do look somewhat different but
> > I expect that's probably cause by using this different model.
> >
> > Anyway, the code as supplied in the paper works fine now.
> >
> > The last issue is not overly important but twinkle didn't install due
> > to (I think) some missing color definitions in Latex. I'll need to see
> > if I can find some info on fixing that but the hard stuff appears to
> > be working.
> >
> > Cheers,
> > Mark
> >
> >
> > Installing twinkle
> > '/usr/lib64/R/bin/R' --vanilla CMD build
> > '/tmp/Rtmp5b80e3/devtools9e055940c74/alexiosg-twinkle-9461ed2d91a9' \
> > --no-manual --no-resave-data
> >
> > * checking for file
> > '/tmp/Rtmp5b80e3/devtools9e055940c74/alexiosg-twinkle-9461ed2d91a9/DESCRIPTION'
> > ... OK
> > * preparing 'twinkle':
> > * checking DESCRIPTION meta-information ... OK
> > * cleaning src
> > * installing the package to build vignettes
> > * creating vignettes ... ERROR
> > Error in texi2dvi(file = file, pdf = TRUE, clean = clean, quiet = quiet, :
> > Running 'texi2dvi' on 'The_Twinkle_Package.tex' failed.
> > LaTeX errors:
> > ! LaTeX Error: Undefined color `violet'.
> >
> > See the LaTeX manual or LaTeX Companion for explanation.
> > Type H <return> for immediate help.
> > ...
> > ! LaTeX Error: Undefined color `violet'.
> >
> >
> >
> >
> > On Wed, May 28, 2014 at 10:10 AM, Alexios Ghalanos <alexios@4dscape.com> wrote:
> > > Hi Mark,
> > >
> > > You are probably using the nig or ghyp distributions which do not have a closed \
> > > form quantile function so it is evaluating it for every point (which is \
> > > expensive!). Try the jsu distribution instead...it is very flexible and fast to \
> > > evaluate.
> > > Best,
> > >
> > > Alexios
> > >
> > > > On 28 May 2014, at 16:13, Mark Knecht <markknecht@gmail.com> wrote:
> > > >
> > > > Thanks Alexios. With a bit of guessing about Latex packages I got the
> > > > appendix directory installed and the R code runs. (Mostly - The first
> > > > 3 plots are created. I've been waiting for about 20 minutes for the
> > > > quantile plot to finish but no results on that one yet.
> > > >
> > > > Anyway, it works well enough for me to go a bit deeper now.
> > > >
> > > > Cheers,
> > > > Mark
> > > >
> > > > > On Tue, May 27, 2014 at 2:08 PM, alexios ghalanos <alexios@4dscape.com> \
> > > > > wrote: Hi Mark,
> > > > >
> > > > > 1. Have a look at the "install_bitbucket" documentation. There is the
> > > > > option I believe to pass some extra arguments to "install" via '...'.
> > > > > Specifically the "dependencies" (logical) and "build_vignettes" arguments.
> > > > > 2. You need to have the "appendix" package in your latex installation
> > > > > (see the documentation of your linux flavor on how to do this).
> > > > > 3. fftw on CRAN builds ok for everything but OSX Mavericks...I may
> > > > > remove it going forward and use the base implementation to avoid too
> > > > > many problematic dependencies, but would welcome any feedback on speed
> > > > > comparisons.
> > > > >
> > > > > Best,
> > > > >
> > > > > Alexios
> > > > >
> > > > > > On 27/05/2014 21:43, Mark Knecht wrote:
> > > > > > > On Tue, May 27, 2014 at 12:59 PM, alexios ghalanos \
> > > > > > > <alexios@4dscape.com> wrote: Since 2013 the development repository for \
> > > > > > > my packages has moved (a couple of time). See:
> > > > > > > http://www.unstarched.net/r-downloads/
> > > > > > > for latest details.
> > > > > > >
> > > > > > > -Alexios
> > > > > >
> > > > > > Thanks Alexios. I started reading that based on Pierre's response but
> > > > > > I'm hung up:
> > > > > >
> > > > > > 1) I needed the fftw package to install but it wouldn't as it was not
> > > > > > finding fftw3. I then found fftw-3.3.3-r2 in Gentoo portage and think
> > > > > > I got past that problem.
> > > > > >
> > > > > > 2) I'm now just trying to install all the packages shown on yor
> > > > > > r-downloads page but rmgarch won't install apparently due to (I think)
> > > > > > Latex issues. I got as far as failing due to something called texi2dvi
> > > > > > which I found and installed from portage again, but now I have this
> > > > > > problem due to a missing appendix.sty file I think.
> > > > > >
> > > > > > Thanks for any pointers into what I'm doing wrong here.
> > > > > >
> > > > > > Cheers,
> > > > > > Mark
> > > > > >
> > > > > >
> > > > > > R version 3.1.0 (2014-04-10) -- "Spring Dance"
> > > > > > Copyright (C) 2014 The R Foundation for Statistical Computing
> > > > > > Platform: x86_64-pc-linux-gnu (64-bit)
> > > > > >
> > > > > > R is free software and comes with ABSOLUTELY NO WARRANTY.
> > > > > > You are welcome to redistribute it under certain conditions.
> > > > > > Type 'license()' or 'licence()' for distribution details.
> > > > > >
> > > > > > R is a collaborative project with many contributors.
> > > > > > Type 'contributors()' for more information and
> > > > > > 'citation()' on how to cite R or R packages in publications.
> > > > > >
> > > > > > Type 'demo()' for some demos, 'help()' for on-line help, or
> > > > > > 'help.start()' for an HTML browser interface to help.
> > > > > > Type 'q()' to quit R.
> > > > > >
> > > > > > > require(devtools)
> > > > > > Loading required package: devtools
> > > > > >
> > > > > > Attaching package: ‘devtools'
> > > > > >
> > > > > > The following objects are masked from ‘package:utils':
> > > > > >
> > > > > > ?, help
> > > > > >
> > > > > > The following object is masked from ‘package:base':
> > > > > >
> > > > > > system.file
> > > > > >
> > > > > > > install_bitbucket("rmgarch","alexiosg")
> > > > > > Installing bitbucket repo(s) rmgarch/master from alexiosg
> > > > > > Downloading master.zip from
> > > > > > https://bitbucket.org/alexiosg/rmgarch/get/master.zip
> > > > > > Installing package from /tmp/Rtmpwt0Tnh/master.zip
> > > > > > arguments 'minimized' and 'invisible' are for Windows only
> > > > > > Installing rmgarch
> > > > > > '/usr/lib64/R/bin/R' --vanilla CMD build
> > > > > > '/tmp/Rtmpwt0Tnh/devtools2a9e1a643c4a/alexiosg-rmgarch-d012deb54925'
> > > > > > \
> > > > > > --no-manual --no-resave-data
> > > > > >
> > > > > > * checking for file
> > > > > > '/tmp/Rtmpwt0Tnh/devtools2a9e1a643c4a/alexiosg-rmgarch-d012deb54925/DESCRIPTION'
> > > > > >
> > > > > > ... OK
> > > > > > * preparing 'rmgarch':
> > > > > > * checking DESCRIPTION meta-information ... OK
> > > > > > * cleaning src
> > > > > > * installing the package to build vignettes
> > > > > > * creating vignettes ... ERROR
> > > > > > Error in texi2dvi(file = file, pdf = TRUE, clean = clean, quiet = quiet, \
> > > > > > : Running 'texi2dvi' on 'The_rmgarch_models.tex' failed.
> > > > > > LaTeX errors:
> > > > > > ! LaTeX Error: File `appendix.sty' not found.
> > > > > >
> > > > > > Type X to quit or <RETURN> to proceed,
> > > > > > or enter new name. (Default extension: sty)
> > > > > >
> > > > > > ! Emergency stop.
> > > > > > <read *>
> > > > > >
> > > > > > l.9 \usepackage
> > > > > > [round]{natbib}^^M
> > > > > > ! ==> Fatal error occurred, no output PDF file produced!
> > > > > > Calls: <Anonymous> -> texi2pdf -> texi2dvi
> > > > > > Execution halted
> > > > > > Error: Command failed (1)
> > > > > >
> > > > > > >
> > > > > >
> > > > > >
> > > > >
> > > >
> >
>
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