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gregorkastner / stochvol

Partial re-write of the R package stochvol to allow for asymmetry (leverage).
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Error in do.call(rbind, x) : second argument must be a list #18

Closed judasnetwork closed 1 year ago

judasnetwork commented 1 year ago

Good day:

I've been going through the article "Dealing with Stochastic Volatility in Time Series Using the R Package stochvol by Gregor Kastner" https://www.jstatsoft.org/article/view/v069i05 and the "code chunk number 27:" throws me an error, sorry if I ask something trivial, I'm new to all this statistics Bayesian and novice in handling the R language.

The mistake is: Error in do.call(rbind, x) : second argument must be a list In addition: Warning message: 'svsample2' is deprecated. Use 'svsample_fast_cpp' instead. See help("Deprecated")

how can i correct it? Thank you in advance

hdarjus commented 1 year ago

Hi @judasnetwork, stochvol has received several big updates since 2016, and some of them break earlier code. Please either

  1. manually install the R package from the JSS website via install.packages("path/to/downloaded/file/stochvol_1.2.3.tar.gz", type = "source", repos = NULL) in case you would like to use the aforementioned paper, or
  2. refer to our latest publication in the same topic, and then you should be able to use the CRAN version of stochvol.

Thanks for using stochvol!