I'm having a problem of convergence with rugarch, trying to fit an
I've tried other models, not having out.sample option on, different time
frames, and other time series too. Everything fails to converge ON UBUNTU
I stress ubuntu 17.04 because the same code, with the same time series,
works perfectly in the same machine with windows 10 and another one running
Ubuntu 16.04LTS 32-bit.
R version is 3.4.2 (.1 for windows)
rugarch version 1.3-8
Everything running on RStudio Version 1.1.383
I'd like it running in my laptop with 17.04, since it's my "to go"
equipment, and I really prefer to use R in linux rather than in windows.
Could someone, please, help me to discover and fix this problem?
Below is the simple R code and the 3 sessionInfo(). My csv is taken from
Yahoo! Finance and can be any index, it's not working with BVSP, GSPC,