Dear all,
I am applying the StructTS function in ts-package. For some time series
the program terminates and the following error appears:
Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0,
:
L-BFGS-B needs finite values of fn
Do someone know what do I have to adjust in the original time series to
avoid this error? It works fine for some subsets of the time series
only.
Thank you in advance.
---
Gregor Gawron
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StructTS
2 messages · Gregor Gawron, Brian Ripley
On Tue, 29 Oct 2002, Gregor Gawron wrote:
Dear all,
I am applying the StructTS function in ts-package. For some time series
the program terminates and the following error appears:
Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0,
:
L-BFGS-B needs finite values of fn
Do someone know what do I have to adjust in the original time series to
avoid this error? It works fine for some subsets of the time series
only.
Specify init in your call to StructTS.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._