R rugarch:$operator对原子向量无效?

我正在尝试创建一个巨大的嵌套for循环(优化将留待以后使用),以适应所有可从 rugarch .

这是复制错误的我的MWE:

library(rugarch)

## Small parameter space to search over   
AR_terms = c(0,1,2)
I_terms = c(0,1)
MA_terms = c(0,1,2)

garch_p_terms = c(0,1,2)
garch_q_terms = c(0,1,2)

## Models to search over
var_models = c("sGARCH","eGARCH","gjrGARCH","apARCH","iGARCH","csGARCH")

for (x in var_models) {

    if (x == 'fGARCH') {

        for (y in sub_var_models) {

            for (AR in AR_terms) {
                for (MA in MA_terms) {
                    for (I in I_terms) {
                        for (p in garch_p_terms) {
                            for (q in garch_q_terms) {

                                cat(y)

                                spec = spec_creator('fGARCH', y, MA, AR, I, p, q)
                                garch = ugarchfit(spec = spec, data = apple['A'], solver = 'hybrid', solver.control = list(trace=0))

                                cat('Fit Success')

                            }
                        }
                    }
                }
            }

        }

    next ## To skip evaluating fGARCH as its own model with not submodel below.

    }    

    for (AR in AR_terms) {
        for (MA in MA_terms) {
            for (I in I_terms) {
                 for (p in garch_p_terms) {
                    for (q in garch_q_terms) {

                        cat(x)

                        spec = spec_creator(x, 'null', MA, AR, I, p, q)
                        garch = ugarchfit(spec = spec, data = apple['A'], solver = 'hybrid', solver.control = list(trace=0))

                        cat('Fit Success')    

                    }
                }
            }
        }
    }


}

)

和我一起 spec_creator 此处定义的函数:(the fGARCH 模型允许使用子模型系列,这是大多数冗余代码的原因)

## Function to create the specs, purely to make the for loop area more readable.
spec_creator = function(model, sub_model, AR_term, I_term, MA_term, garch_p_term, garch_q_term) {

    require(rugarch)

    if (sub_model == 'null') {   
        spec = ugarchspec(variance.model = list(model = model, 
                                        garchOrder = c(garch_p_term, garch_q_term), 
                                        submodel = NULL, 
                                        external.regressors = NULL, 
                                        variance.targeting = FALSE), 

                          mean.model = list(armaOrder = c(AR_term, I_term, MA_term)))
    }

    else {
        spec = ugarchspec(variance.model = list(model = 'fGARCH', 
                                        garchOrder = c(garch_p_term, garch_q_term), 
                                        submodel = sub_model, 
                                        external.regressors = sub_model, 
                                        variance.targeting = FALSE), 

                          mean.model = list(armaOrder = c(AR_term, I_term, MA_term)))
    }

}

当我运行上面的程序时,我会收到很多成功的消息 sGARCH 模型,但最终会得到这个错误: Error: $ operator is invalid for atomic vectors ,回溯指向 ugarchfit() 和A hessian() 功能。

我假设这是某种收敛问题,但不知道是哪种。

编辑:这是我的数据(尽管其他数据集也有同样的错误)。

    A
    28.57223993
    28.30616607
    28.2447644
    28.29934366
    28.39485735
    28.80420177
    29.29541506
    29.42504079
    29.31588228
    29.51373208
    30.25737443
    28.94747231
    28.85195861
    28.72915529
    29.17943414
    29.12485489
    29.04298601
    28.96111712
    27.95822332
    28.5381279
    28.68822085
    28.12878349
    27.96504572
    29.32952709
    30.31877609
    30.1345711
    29.629713
    30.01859019
    30.71447569
    30.55756033
    29.09756526
    29.72522669
    29.96401093
    29.96401093
    28.98840675
    27.59663575
    28.07420423
    28.89971546
    28.70868807
    27.75355111
    28.28569885
    29.21354618
    31.89475207
    31.29438027
    31.36260434
    31.41718359