Skip to content

Error in backSpline.npolySpline(sp) : spline must be monotone

1 message · Bazman76

#
I get the following error:

Error in backSpline.npolySpline(sp) : spline must be monotone

Has anyone had this error before? any ideas on a workaround?
+ , header=TRUE, sep=",")
+ Ex<-theta[1]/theta[2]+(x0-theta[1]/theta[2])*exp(-theta[2]*t)
+ Vx<-theta[3]^2*(1-exp(-2*theta[2]*t))/(2*theta[2])
+ dnorm(x,mean=Ex,sd=sqrt(Vx),log=log)
+ }
+ n<-length(X)
+ dt<-deltat(X)
+ -sum(dcOU(X[2:n],dt,X[1:(n-1)],c(theta1,theta2,theta3),log=TRUE))
+ }
Loading required package: stats4
Loading required package: sde
Loading required package: MASS
Loading required package: fda
Loading required package: splines
Loading required package: zoo

To check the errata corrige of the book, type vignette("sde.errata")

Attaching package: 'sde'

The following object(s) are masked _by_ '.GlobalEnv':

    dcOU
+ method="L-BFGS-B",lower=c(-Inf,-Inf,-Inf),upper=c(Inf,Inf,Inf))->fit
Maximum likelihood estimation

Call:
mle(minuslogl = OU.lik, start = list(theta1 = 1, theta2 = 1, 
    theta3 = 1), method = "L-BFGS-B", lower = c(-Inf, -Inf, -Inf), 
    upper = c(Inf, Inf, Inf))

Coefficients:
         Estimate  Std. Error
theta1 0.03595581 0.013929892
theta2 4.30910365 1.663781710
theta3 0.02120220 0.004067477

-2 log L: -5136.327
Error in backSpline.npolySpline(sp) : spline must be monotone

--
View this message in context: http://r.789695.n4.nabble.com/Error-in-backSpline-npolySpline-sp-spline-must-be-monotone-tp3545579p3545579.html
Sent from the R help mailing list archive at Nabble.com.