Rf_error issue and bump version

alexiosg · alexiosg · commit e0de455e993f · 2026-03-13T23:51:29.000-07:00
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -2,13 +2,13 @@ Package: tsmarch
 Type: Package
 Title: Multivariate ARCH Models
 Description: Feasible Multivariate Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models including Dynamic Conditional Correlation (DCC), Copula GARCH and Generalized Orthogonal GARCH with Generalized Hyperbolic distribution. A review of some of these models can be found in Boudt, Galanos, Payseur and Zivot (2019) <doi:10.1016/bs.host.2019.01.001>.
-Version: 1.0.2
+Version: 1.0.3
 Authors@R: c(person("Alexios", "Galanos", role = c("aut", "cre","cph"), email = "alexios@4dscape.com", comment = c(ORCID = "0009-0000-9308-0457")))
 Maintainer: Alexios Galanos <alexios@4dscape.com>
 Depends: R (>= 4.1.0), methods, tsmethods (>= 1.0.2)
-LinkingTo: Rcpp (>= 0.10.6), RcppArmadillo, RcppParallel, RcppBessel
+LinkingTo: Rcpp (>= 1.1.1), RcppArmadillo, RcppParallel, RcppBessel
 SystemRequirements: GNU make
-Imports: Rcpp, RcppParallel, tsgarch (>= 1.0.3), tsdistributions (>= 1.0.2), RcppBessel, Rsolnp, nloptr, flextable, numDeriv, abind, shape, Rdpack, xts, zoo, lubridate, sandwich, future.apply, future, stats, utils, data.table
+Imports: Rcpp, RcppParallel, tsgarch (>= 1.0.4), tsdistributions (>= 1.0.3), RcppBessel, Rsolnp (>= 2.0.0), nloptr, flextable, numDeriv, abind, shape, Rdpack, xts, zoo, lubridate, sandwich, future.apply, future, stats, utils, data.table
 License: GPL-2
 Encoding: UTF-8
 LazyData: true
diff --git a/NAMESPACE b/NAMESPACE
@@ -130,6 +130,7 @@ importFrom(Rcpp,sourceCpp)
 importFrom(RcppBessel,bessel_k)
 importFrom(RcppParallel,RcppParallelLibs)
 importFrom(Rdpack,reprompt)
+importFrom(Rsolnp,csolnp)
 importFrom(Rsolnp,solnp)
 importFrom(abind,abind)
 importFrom(flextable,add_footer_lines)
diff --git a/NEWS.md b/NEWS.md
@@ -2,6 +2,7 @@
 
 * Fix to DCC model simulation when order > 1.
 * Bump requirement for R > 4.1.0 (required by tsgarch)
+* Fix to Rf_error prompted from Rcpp team
 
 # tsmarch 1.0.1
 
diff --git a/R/dcc.R b/R/dcc.R
@@ -191,7 +191,7 @@
 {
     elapsed <- Sys.time()
     estimate <- NULL
-    solver <- match.arg(solver[1], c("solnp","nloptr"))
+    solver <- match.arg(solver[1], c("solnp","nloptr","csolnp"))
     arglist <- list()
     dcc_env <- new.env(hash = TRUE)
     arglist$dcc_env <- dcc_env
diff --git a/R/solvers.R b/R/solvers.R
@@ -2,15 +2,16 @@
 {
     switch(solver,
            "solnp" = sol$pars,
+           "csolnp" = sol$pars,
            "nloptr" = sol$solution,
            "optim" = sol$par)
-
 }
 
 .default_options <- function(solver, control = list(trace = 1))
 {
     control <- switch(solver,
                       "solnp" = .solnp_defaults(control),
+                      "csolnp" = .csolnp_defaults(control),
                       "nloptr" = .nloptr_defaults(control),
                       "optim" = .lbfgsb_defaults(control))
 }
@@ -46,11 +47,22 @@
     return(control)
 }
 
+.csolnp_defaults <- function(control)
+{
+    if (is.null(control$trace)) control$trace <- 0
+    if (is.null(control$rho)) control$rho <- 1.0
+    if (is.null(control$max_iter)) control$max_iter <- 400
+    if (is.null(control$min_iter)) control$min_iter <- 600
+    if (is.null(control$tol)) control$tol <- 1e-8
+    return(control)
+}
+
 
 .solver_extract_solution <- function(sol, solver = "solnp")
 {
     switch(solver,
            "solnp" = sol$values[length(sol$values)],
+           "csolnp" = sol$objective,
            "nloptr" = sol$objective,
            "optim" = sol$value)
 }
@@ -61,6 +73,10 @@
         sol <- try(solnp(pars = pars, fun = fun, ineqfun = arglist$inequality_cons,
                          ineqLB = -1.0, ineqUB = 0.0, LB = lower, UB = upper,
                          control = control, arglist = arglist), silent = TRUE)
+    } else if (solver == "csolnp") {
+            sol <- try(csolnp(pars = pars, fn = fun, ineq_fn = arglist$inequality_cons,
+                             ineq_lower = -1.0, ineq_upper = 0.0, lower = lower, upper = upper,
+                             control = control, arglist = arglist), silent = TRUE)
     } else if (solver == "nloptr") {
         sol <- try(nloptr(x0 = pars, eval_f = fun, eval_grad_f = arglist$grad,
                           lb = lower, ub = upper, eval_g_ineq = arglist$inequality_cons,
@@ -75,6 +91,10 @@
         sol <- try(solnp(pars = pars, fun = fun, ineqfun = arglist$inequality_cons,
                          LB = lower, UB = upper,
                          control = control, arglist = arglist), silent = TRUE)
+    } else if (solver == "csolnp") {
+        sol <- try(csolnp(pars = pars, fn = fun, ineq_fn = arglist$inequality_cons,
+                          ineq_lower = -1.0, ineq_upper = 0.0, lower = lower, upper = upper,
+                          control = control, arglist = arglist), silent = TRUE)
     } else if (solver == "nloptr") {
         sol <- try(nloptr(x0 = pars, eval_f = fun, eval_grad_f = arglist$grad,
                           lb = lower, ub = upper, opts = control,
diff --git a/R/tsmarch-package.R b/R/tsmarch-package.R
@@ -10,7 +10,7 @@
 #' @importFrom sandwich estfun bwNeweyWest vcovHAC vcovOPG bread
 #' @importFrom nloptr nloptr
 #' @importFrom grDevices hcl.colors heat.colors terrain.colors topo.colors
-#' @importFrom Rsolnp solnp
+#' @importFrom Rsolnp solnp csolnp
 #' @importFrom graphics grid layout lines par axis barplot contour hist image mtext persp points title abline box
 #' @importFrom future.apply future_lapply
 #' @importFrom future future
diff --git a/src/copula.cpp b/src/copula.cpp
@@ -64,7 +64,7 @@ arma::mat pit_transform(arma::mat u, const double shape, Rcpp::String distributi
             z.col(i) = vqstd(u.col(i), shape);
         }
     } else{
-        Rf_error("pit_transform: unknown distribution");
+        (Rf_error)("pit_transform: unknown distribution");
     }
     return z;
 }
@@ -556,7 +556,7 @@ Rcpp::List copula_dynamic_simulate(const arma::vec alpha, const arma::vec gamma,
         } else if (distribution == "mvn") {
             Z.row(i) = rmvnorm(Rt, ztmp);
         } else {
-            Rf_error("cgarchsim: unknown distribution");
+            (Rf_error)("cgarchsim: unknown distribution");
         }
         AsyZ.row(i) = matrix_sign(Z.row(i)) % Z.row(i);
     }
@@ -566,7 +566,7 @@ Rcpp::List copula_dynamic_simulate(const arma::vec alpha, const arma::vec gamma,
     } else if (distribution == "mvt") {
         U = mpstd(Z, shape);
     } else {
-        Rf_error("cgarchsim: unknown distribution");
+        (Rf_error)("cgarchsim: unknown distribution");
     }
     if (exc > 0) {
         R.shed_slices(0, exc - 1);
@@ -592,7 +592,7 @@ Rcpp::List copula_constant_simulate(const double shape, const arma::mat R, const
         } else if (distribution == "mvn") {
             Z.row(i) = rmvnorm(R, ztmp);
         } else {
-            Rf_error("cgarchsim: unknown distribution");
+            (Rf_error)("cgarchsim: unknown distribution");
         }
     }
     arma::mat U = arma::zeros(arma::size(Z));
@@ -601,7 +601,7 @@ Rcpp::List copula_constant_simulate(const double shape, const arma::mat R, const
     } else if (distribution == "mvt") {
         U = mpstd(Z, shape);
     } else {
-        Rf_error("cgarchsim: unknown distribution");
+        (Rf_error)("cgarchsim: unknown distribution");
     }
     List L = List::create(Named("R") = R, _("Z") = Z, _("U") = U, _("chisqrv") = chisqrv);
     return L;
diff --git a/src/dcc.cpp b/src/dcc.cpp
@@ -540,7 +540,7 @@ Rcpp::List dcc_dynamic_simulate(const arma::vec alpha, const arma::vec gamma,
         } else if (distribution == "mvn") {
             Z.row(i) = rmvnorm(Rt, ztmp);
         } else {
-            Rf_error("dccsim: unknown distribution");
+            (Rf_error)("dccsim: unknown distribution");
         }
         AsyZ.row(i) = matrix_sign(Z.row(i)) % Z.row(i);
     }
@@ -567,7 +567,7 @@ Rcpp::List dcc_constant_simulate(const double shape, const arma::mat R, const ar
         } else if (distribution == "mvn") {
             Z.row(i) = rmvnorm(R, ztmp);
         } else {
-            Rf_error("cgarchsim: unknown distribution");
+            (Rf_error)("cgarchsim: unknown distribution");
         }
     }
     List L = List::create(Named("R") = R, _("Z") = Z, _("chisqrv") = chisqrv);

Original file line number	Diff line number	Diff line change
`@@ -191,7 +191,7 @@`
`191`	`191`	`{`
`192`	`192`	`elapsed <- Sys.time()`
`193`	`193`	`estimate <- NULL`
`194`		`- solver <- match.arg(solver[1], c("solnp","nloptr"))`
	`194`	`+ solver <- match.arg(solver[1], c("solnp","nloptr","csolnp"))`
`195`	`195`	`arglist <- list()`
`196`	`196`	`dcc_env <- new.env(hash = TRUE)`
`197`	`197`	`arglist$dcc_env <- dcc_env`
Original file line number	Diff line number	Diff line change
`@@ -64,7 +64,7 @@ arma::mat pit_transform(arma::mat u, const double shape, Rcpp::String distributi`
`64`	`64`	`z.col(i) = vqstd(u.col(i), shape);`
`65`	`65`	`}`
`66`	`66`	`} else{`
`67`		`- Rf_error("pit_transform: unknown distribution");`
	`67`	`+ (Rf_error)("pit_transform: unknown distribution");`
`68`	`68`	`}`
`69`	`69`	`return z;`
`70`	`70`	`}`
`@@ -556,7 +556,7 @@ Rcpp::List copula_dynamic_simulate(const arma::vec alpha, const arma::vec gamma,`
`556`	`556`	`} else if (distribution == "mvn") {`
`557`	`557`	`Z.row(i) = rmvnorm(Rt, ztmp);`
`558`	`558`	`} else {`
`559`		`- Rf_error("cgarchsim: unknown distribution");`
	`559`	`+ (Rf_error)("cgarchsim: unknown distribution");`
`560`	`560`	`}`
`561`	`561`	`AsyZ.row(i) = matrix_sign(Z.row(i)) % Z.row(i);`
`562`	`562`	`}`
`@@ -566,7 +566,7 @@ Rcpp::List copula_dynamic_simulate(const arma::vec alpha, const arma::vec gamma,`
`566`	`566`	`} else if (distribution == "mvt") {`
`567`	`567`	`U = mpstd(Z, shape);`
`568`	`568`	`} else {`
`569`		`- Rf_error("cgarchsim: unknown distribution");`
	`569`	`+ (Rf_error)("cgarchsim: unknown distribution");`
`570`	`570`	`}`
`571`	`571`	`if (exc > 0) {`
`572`	`572`	`R.shed_slices(0, exc - 1);`
`@@ -592,7 +592,7 @@ Rcpp::List copula_constant_simulate(const double shape, const arma::mat R, const`
`592`	`592`	`} else if (distribution == "mvn") {`
`593`	`593`	`Z.row(i) = rmvnorm(R, ztmp);`
`594`	`594`	`} else {`
`595`		`- Rf_error("cgarchsim: unknown distribution");`
	`595`	`+ (Rf_error)("cgarchsim: unknown distribution");`
`596`	`596`	`}`
`597`	`597`	`}`
`598`	`598`	`arma::mat U = arma::zeros(arma::size(Z));`
`@@ -601,7 +601,7 @@ Rcpp::List copula_constant_simulate(const double shape, const arma::mat R, const`
`601`	`601`	`} else if (distribution == "mvt") {`
`602`	`602`	`U = mpstd(Z, shape);`
`603`	`603`	`} else {`
`604`		`- Rf_error("cgarchsim: unknown distribution");`
	`604`	`+ (Rf_error)("cgarchsim: unknown distribution");`
`605`	`605`	`}`
`606`	`606`	`List L = List::create(Named("R") = R, _("Z") = Z, _("U") = U, _("chisqrv") = chisqrv);`
`607`	`607`	`return L;`
Original file line number	Diff line number	Diff line change
`@@ -540,7 +540,7 @@ Rcpp::List dcc_dynamic_simulate(const arma::vec alpha, const arma::vec gamma,`
`540`	`540`	`} else if (distribution == "mvn") {`
`541`	`541`	`Z.row(i) = rmvnorm(Rt, ztmp);`
`542`	`542`	`} else {`
`543`		`- Rf_error("dccsim: unknown distribution");`
	`543`	`+ (Rf_error)("dccsim: unknown distribution");`
`544`	`544`	`}`
`545`	`545`	`AsyZ.row(i) = matrix_sign(Z.row(i)) % Z.row(i);`
`546`	`546`	`}`
`@@ -567,7 +567,7 @@ Rcpp::List dcc_constant_simulate(const double shape, const arma::mat R, const ar`
`567`	`567`	`} else if (distribution == "mvn") {`
`568`	`568`	`Z.row(i) = rmvnorm(R, ztmp);`
`569`	`569`	`} else {`
`570`		`- Rf_error("cgarchsim: unknown distribution");`
	`570`	`+ (Rf_error)("cgarchsim: unknown distribution");`
`571`	`571`	`}`
`572`	`572`	`}`
`573`	`573`	`List L = List::create(Named("R") = R, _("Z") = Z, _("chisqrv") = chisqrv);`