Question

我正在运行ubuntu 14.10，后期测试版，最新版。

我想尝试R 3.1.1中的garch模型。具体而言，MA（1）或ARMA（1,1）具有波动率成分。

首先，我需要安装一个garch包。（arima似乎是默认R的一部分，但不是garima。）garch的推荐包装是guarch。

> install.packages("ruguarch")
...
ERROR: dependency 'ks' is not available for package 'rugarch'
* removing '/usr/local/lib/R/site-library/rugarch'

The downloaded source packages are in
    '/tmp/RtmpUBvb9C/downloaded_packages'
Warning messages:
1: In install.packages("rugarch") :
  installation of package 'rgl' had non-zero exit status
2: In install.packages("rugarch") :
  installation of package 'ks' had non-zero exit status
3: In install.packages("rugarch") :
  installation of package 'rugarch' had non-zero exit status

在solo ks install上，

> install.packages("ks")
...
checking for X... no
configure: error: X11 not found but required, configure aborted.

当然，即使我让它工作，它也只是第1步。然后我需要找到一个可以给我一个半衰期的包。（我不是TS专家或R专家，也许不是真正的专家。我希望这些问题不会模糊不清。）我必须承认，我只知道AR1的半衰期，而不是半衰期一个MA1，远远低于GARIMA（？，1,0,1）。

Answer 1

一些快速点：

您的问题中存在拼写错误。它是rugarch，而不是guarch
rugarch是一个非常强大且要求很高的软件包。它依赖于（大量）其他包。除其他事项外，您的安装失败了，因为您没有达到尽可能多的前提条件。
有了它，对于初学者来说sudo apt-get install r-cran-rcpparmadillo r-cran-rgl。特别是rgl是棘手的，因为你需要意识到你需要OpenGL头，所以为什么不采取二进制包。同样适用于RcppArmadillo，它也可以让你获得Rcpp。
一旦这样做，很可能安装成功。我刚用Ubuntu 14.04在虚拟机上测试过，没问题。如果事情失败，请仔细检查构建失败。

作为参考，下面是已安装了许多其他软件包的系统上的安装，包括Rcpp和rgl，但仍然需要大量的rugarch。这是在Docker容器中运行，henec root用户和funky主机名。 install.r是来自更小的包的帮助脚本。

root@96097d7112b1:/# install.r rugarch
install.r rugarch
also installing the dependencies 'truncnorm', 'misc3d', 'multicool', 'DistributionUtils', 'GeneralizedHyperbolic', 'RUnit', 'Rsolnp', 'nloptr', 'ks', 'numDeriv', 'spd', 'xts', 'chron', 'SkewHyperbolic', 'expm', 'RcppArmadillo'

trying URL [.... downloads omitted to keep this within 30kb limit for SO... ]  


* installing *source* package 'truncnorm' ...
** package 'truncnorm' successfully unpacked and MD5 sums checked
** libs
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c rtruncnorm.c -o rtruncnorm.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c truncnorm.c -o truncnorm.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c zeroin.c -o zeroin.o
gcc -std=gnu99 -shared -Wl,-z,relro -o truncnorm.so rtruncnorm.o truncnorm.o zeroin.o -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/truncnorm/libs
** R
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (truncnorm)
* installing *source* package 'misc3d' ...
** package 'misc3d' successfully unpacked and MD5 sums checked
** R
** data
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (misc3d)
* installing *source* package 'multicool' ...
** package 'multicool' successfully unpacked and MD5 sums checked
** libs
g++ -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c multicool.cpp -o multicool.o
g++ -shared -Wl,-z,relro -o multicool.so multicool.o -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/multicool/libs
** R
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (multicool)
* installing *source* package 'RUnit' ...
** package 'RUnit' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (RUnit)
* installing *source* package 'nloptr' ...
** package 'nloptr' successfully unpacked and MD5 sums checked
checking for g++... g++
checking whether the C++ compiler works... yes
checking for C++ compiler default output file name... a.out
checking for suffix of executables... 
checking whether we are cross compiling... no
checking for suffix of object files... o
checking whether we are using the GNU C++ compiler... yes
checking whether g++ accepts -g... yes
checking how to run the C++ preprocessor... g++ -E
checking whether we are using the GNU C++ compiler... (cached) yes
checking whether g++ accepts -g... (cached) yes
checking for pkg-config... no
configure: Now testing for NLopt header file.
checking for grep that handles long lines and -e... /bin/grep
checking for egrep... /bin/grep -E
checking for ANSI C header files... yes
checking for sys/types.h... yes
checking for sys/stat.h... yes
checking for stdlib.h... yes
checking for string.h... yes
checking for memory.h... yes
checking for strings.h... yes
checking for inttypes.h... yes
checking for stdint.h... yes
checking for unistd.h... yes
checking nlopt.h usability... no
checking nlopt.h presence... no
checking for nlopt.h... no
configure: Need to download and build NLopt
trying URL 'http://ab-initio.mit.edu/nlopt/nlopt-2.4.2.tar.gz'
Content type 'application/x-gzip' length 2361992 bytes (2.3 Mb)
opened URL
==================================================
downloaded 2.3 Mb

configure: Starting to install library to /tmp/RtmphBrgVr/R.INSTALL2431668f0e2/nloptr/nlopt-2.4.2
configure: Done installing library to /tmp/RtmphBrgVr/R.INSTALL2431668f0e2/nloptr/nlopt-2.4.2
configure: creating ./config.status
config.status: creating src/Makevars
** libs
g++ -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c dummy.cpp -o dummy.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG     -I/tmp/RtmphBrgVr/R.INSTALL2431668f0e2/nloptr/nlopt-2.4.2/include -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c nloptr.c -o nloptr.o
g++ -shared -Wl,-z,relro -o nloptr.so dummy.o nloptr.o -lm /tmp/RtmphBrgVr/R.INSTALL2431668f0e2/nloptr/nlopt-2.4.2/lib/libnlopt_cxx.a -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/nloptr/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (nloptr)
* installing *source* package 'numDeriv' ...
** package 'numDeriv' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** installing vignettes
   'Guide.Stex' 
** testing if installed package can be loaded
* DONE (numDeriv)
* installing *source* package 'spd' ...
** package 'spd' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
Creating a generic function from function 'gpdfit' in package 'spd'
Creating a generic function from function 'spdfit' in package 'spd'
Creating a generic function from function 'pspd' in package 'spd'
Creating a generic function from function 'dspd' in package 'spd'
Creating a generic function from function 'qspd' in package 'spd'
Creating a generic function from function 'rspd' in package 'spd'
Creating a generic function for 'plot' from package 'graphics' in package 'spd'
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (spd)
* installing *source* package 'xts' ...
** package 'xts' successfully unpacked and MD5 sums checked
** libs
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c add_class.c -o add_class.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c any.c -o any.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c attr.c -o attr.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c binsearch.c -o binsearch.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c coredata.c -o coredata.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c diff.c -o diff.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c dimnames.c -o dimnames.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c endpoints.c -o endpoints.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c extract_col.c -o extract_col.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c init.c -o init.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c isOrdered.c -o isOrdered.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c isXts.c -o isXts.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c leadingNA.c -o leadingNA.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c merge.c -o merge.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c period.max.f -o period.max.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c period.min.f -o period.min.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c period.prod.f -o period.prod.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c period.sum.f -o period.sum.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c rbind.c -o rbind.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c rollfun.c -o rollfun.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c runSum.c -o runSum.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c startofyear.c -o startofyear.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c subset.c -o subset.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c subset.old.c -o subset.old.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c toperiod.c -o toperiod.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c totalcols.c -o totalcols.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c tryXts.c -o tryXts.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c unique.time.c -o unique.time.o
gcc -std=gnu99 -shared -Wl,-z,relro -o xts.so add_class.o any.o attr.o binsearch.o coredata.o diff.o dimnames.o endpoints.o extract_col.o init.o isOrdered.o isXts.o leadingNA.o merge.o period.max.o period.min.o period.prod.o period.sum.o rbind.o rollfun.o runSum.o startofyear.o subset.o subset.old.o toperiod.o totalcols.o tryXts.o unique.time.o -lgfortran -lm -lquadmath -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/xts/libs
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (xts)
* installing *source* package 'chron' ...
** package 'chron' successfully unpacked and MD5 sums checked
** libs
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c chron_strs.c -o chron_strs.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c init.c -o init.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c unpaste.c -o unpaste.o
gcc -std=gnu99 -shared -Wl,-z,relro -o chron.so chron_strs.o init.o unpaste.o -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/chron/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (chron)
* installing *source* package 'expm' ...
** package 'expm' successfully unpacked and MD5 sums checked
** libs
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c R_dgebal.c -o R_dgebal.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c expm-eigen.c -o expm-eigen.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c expm.c -o expm.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c init.c -o init.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c logm-eigen.c -o logm-eigen.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c matexp.f -o matexp.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c matpow.c -o matpow.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c matrexp.f -o matrexp.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c matrexpO.f -o matrexpO.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c mexp-common.f -o mexp-common.o
gcc -std=gnu99 -shared -Wl,-z,relro -o expm.so R_dgebal.o expm-eigen.o expm.o init.o logm-eigen.o matexp.o matpow.o matrexp.o matrexpO.o mexp-common.o -llapack -lblas -lgfortran -lm -lquadmath -lgfortran -lm -lquadmath -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/expm/libs
** R
** data
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (expm)
* installing *source* package 'RcppArmadillo' ...
** package 'RcppArmadillo' successfully unpacked and MD5 sums checked
* checking LAPACK_LIBS: divide-and-conquer complex SVD available via system LAPACK
** libs
g++ -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include"  -I../inst/include -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c RcppArmadillo.cpp -o RcppArmadillo.o
g++ -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include"  -I../inst/include -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c RcppExports.cpp -o RcppExports.o
g++ -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include"  -I../inst/include -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c fastLm.cpp -o fastLm.o
g++ -shared -Wl,-z,relro -o RcppArmadillo.so RcppArmadillo.o RcppExports.o fastLm.o -llapack -lblas -lgfortran -lm -lquadmath -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/RcppArmadillo/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (RcppArmadillo)
* installing *source* package 'DistributionUtils' ...
** package 'DistributionUtils' successfully unpacked and MD5 sums checked
** libs
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c IncompleteBessel.f -o IncompleteBessel.o
gcc -std=gnu99 -shared -Wl,-z,relro -o DistributionUtils.so IncompleteBessel.o -lgfortran -lm -lquadmath -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/DistributionUtils/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (DistributionUtils)
* installing *source* package 'Rsolnp' ...
** package 'Rsolnp' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (Rsolnp)
* installing *source* package 'ks' ...
** package 'ks' successfully unpacked and MD5 sums checked
** libs
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG      -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c ks.c -o ks.o
gcc -std=gnu99 -shared -Wl,-z,relro -o ks.so ks.o -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/ks/libs
** R
** data
** inst
** preparing package for lazy loading
Warning in rgl.init(initValue, onlyNULL) :
  RGL: unable to open X11 display
Warning in fun(libname, pkgname) : error in rgl_init
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded
Warning in rgl.init(initValue, onlyNULL) :
  RGL: unable to open X11 display
Warning in fun(libname, pkgname) : error in rgl_init
* DONE (ks)
* installing *source* package 'GeneralizedHyperbolic' ...
** package 'GeneralizedHyperbolic' successfully unpacked and MD5 sums checked
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (GeneralizedHyperbolic)
* installing *source* package 'SkewHyperbolic' ...
** package 'SkewHyperbolic' successfully unpacked and MD5 sums checked
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
* DONE (SkewHyperbolic)
* installing *source* package 'rugarch' ...
** package 'rugarch' successfully unpacked and MD5 sums checked
** libs
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include" -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c distributions.c -o distributions.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include" -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c filters.c -o filters.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include" -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c fracdiff.c -o fracdiff.o
gfortran   -fpic  -g -O2 -fstack-protector-strong  -c fracimport.f -o fracimport.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include" -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c garchmodels.c -o garchmodels.o
g++ -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include" -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c garchsim.cpp -o garchsim.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include" -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c gig.c -o gig.o
gcc -std=gnu99 -I/usr/share/R/include -DNDEBUG   -I"/usr/local/lib/R/site-library/Rcpp/include" -I"/usr/local/lib/R/site-library/RcppArmadillo/include"   -fpic  -g -O2 -fstack-protector-strong -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c nig.c -o nig.o
g++ -shared -Wl,-z,relro -o rugarch.so distributions.o filters.o fracdiff.o fracimport.o garchmodels.o garchsim.o gig.o nig.o -llapack -lblas -lgfortran -lm -lquadmath -lgfortran -lm -lquadmath -L/usr/lib/R/lib -lR
installing to /usr/local/lib/R/site-library/rugarch/libs
** R
** data
** inst
** preparing package for lazy loading
Warning in rgl.init(initValue, onlyNULL) :
  RGL: unable to open X11 display
Warning in fun(libname, pkgname) : error in rgl_init
Creating a generic function from function 'ugarchspec' in package 'rugarch'
Creating a generic function from function 'getspec' in package 'rugarch'
Creating a generic function from function 'ugarchfilter' in package 'rugarch'
Creating a generic function from function 'ugarchfit' in package 'rugarch'
Creating a generic function from function 'ugarchforecast' in package 'rugarch'
Creating a generic function from function 'ugarchsim' in package 'rugarch'
Creating a generic function from function 'ugarchpath' in package 'rugarch'
Creating a generic function from function 'resume' in package 'rugarch'
Creating a generic function from function 'ugarchroll' in package 'rugarch'
Creating a generic function from function 'ugarchdistribution' in package 'rugarch'
Creating a generic function from function 'ugarchboot' in package 'rugarch'
Creating a generic function for 'plot' from package 'graphics' in package 'rugarch'
Creating a generic function from function 'report' in package 'rugarch'
Creating a generic function for 'coef' from package 'stats' in package 'rugarch'
Creating a generic function for 'as.data.frame' from package 'base' in package 'rugarch'
Creating a generic function for 'residuals' from package 'stats' in package 'rugarch'
Creating a generic function from function 'sigma' in package 'rugarch'
Creating a generic function from function 'nyblom' in package 'rugarch'
Creating a generic function from function 'signbias' in package 'rugarch'
Creating a generic function from function 'gof' in package 'rugarch'
Creating a generic function from function 'infocriteria' in package 'rugarch'
Creating a generic function from function 'likelihood' in package 'rugarch'
Creating a generic function for 'fitted' from package 'stats' in package 'rugarch'
Creating a generic function from function 'reduce' in package 'rugarch'
Creating a generic function for 'quantile' from package 'stats' in package 'rugarch'
Creating a generic function from function 'pit' in package 'rugarch'
Creating a generic function from function 'newsimpact' in package 'rugarch'
Creating a generic function from function 'halflife' in package 'rugarch'
Creating a generic function from function 'persistence' in package 'rugarch'
Creating a generic function from function 'uncvariance' in package 'rugarch'
Creating a generic function from function 'uncmean' in package 'rugarch'
Creating a generic function from function 'multispec' in package 'rugarch'
Creating a generic function from function 'multifit' in package 'rugarch'
Creating a generic function from function 'multifilter' in package 'rugarch'
Creating a generic function from function 'multiforecast' in package 'rugarch'
Creating a generic function from function 'fpm' in package 'rugarch'
Creating a generic function from function 'convergence' in package 'rugarch'
Creating a generic function for 'vcov' from package 'stats' in package 'rugarch'
Creating a generic function from function 'arfimaspec' in package 'rugarch'
Creating a generic function from function 'arfimafit' in package 'rugarch'
Creating a generic function from function 'arfimafilter' in package 'rugarch'
Creating a generic function from function 'arfimaforecast' in package 'rugarch'
Creating a generic function from function 'arfimasim' in package 'rugarch'
Creating a generic function from function 'arfimapath' in package 'rugarch'
Creating a generic function from function 'arfimaroll' in package 'rugarch'
Creating a generic function from function 'arfimadistribution' in package 'rugarch'
** help
*** installing help indices
** building package indices
** installing vignettes
** testing if installed package can be loaded
Warning in rgl.init(initValue, onlyNULL) :
  RGL: unable to open X11 display
Warning in fun(libname, pkgname) : error in rgl_init
* DONE (rugarch)

The downloaded source packages are in
    '/tmp/downloaded_packages'
root@96097d7112b1:/#

R 3.1.1中的garch半衰期（并且安装失败）

1 个答案: