Closed hdarjus closed 3 years ago
On Windows, this chunk of code:
library(stochvol) train <- rnorm(100) fit_sv<-svsample(train)
returns this output:
Calling GIS_C MCMC sampler with 11000 iter. Series length is 100. Timing (elapsed): 0.78 seconds. 14103 iterations per second. Converting results to coda objects... Done! Summarizing posterior draws... Done!
My sessionInfo() at the moment:
sessionInfo()
R version 4.0.2 (2020-06-22) Platform: x86_64-w64-mingw32/x64 (64-bit) Running under: Windows 10 x64 (build 19042) Matrix products: default locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C LC_TIME=English_United States.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] forecast_8.14 stochvol_3.0.4 RevoUtils_11.0.2 RevoUtilsMath_11.0.0 loaded via a namespace (and not attached): [1] Rcpp_1.0.5 urca_1.3-0 pillar_1.5.0 compiler_4.0.2 tseries_0.10-48 tools_4.0.2 xts_0.12.1 [8] nlme_3.1-148 lifecycle_1.0.0 tibble_3.1.0 gtable_0.3.0 lattice_0.20-41 pkgconfig_2.0.3 rlang_0.4.10 [15] curl_3.3 parallel_4.0.2 coda_0.19-4 vctrs_0.3.6 lmtest_0.9-38 grid_4.0.2 nnet_7.3-14 [22] glue_1.4.2 R6_2.3.0 fansi_0.4.2 ggplot2_3.3.3 TTR_0.24.2 magrittr_2.0.1 scales_1.1.1 [29] ellipsis_0.3.1 quantmod_0.4.18 timeDate_3043.102 colorspace_2.0-0 fracdiff_1.5-1 quadprog_1.5-8 utf8_1.1.4 [36] munsell_0.5.0 crayon_1.4.1 zoo_1.8-9
Maybe try Rprintf instead of REprintf here: https://github.com/gregorkastner/stochvol/blob/d56a2eee4e51025e7a37ab5ddb78f2deb7a9a8ae/src/utils_main.h#L226
Rprintf
REprintf
06ab60371efd005b3c64ab4db876169b076aa0e7
On Windows, this chunk of code:
returns this output:
My
sessionInfo()
at the moment: