Andrea.Capodicasa@albacom.it
2003-Aug-27 10:34 UTC
[Rd] Problem in StructTS() when the first element of the serie is NA ( (PR#3990)
Hi all, I've experienced this problem using StructTS(x) when the *first* element of x is a NA (R:R1.7.0, os: w2ksp4). Please look at the following code: a=rep(1:7,10) library(ts) #this works StructTS(a) #this works x=a x[2]=NA StructTS(x) #this doesn't work x=a x[1]=NA StructTS(x) The last command returns this error "Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0, : L-BFGS-B needs finite values of fn" These are my R.version() and Sys.info() relevant infos.> R.Version()$platform [1] "i386-pc-mingw32" $arch [1] "i386" $os [1] "mingw32" $system [1] "i386, mingw32" $status [1] "" $major [1] "1" $minor [1] "7.0" $year [1] "2003" $month [1] "04" $day [1] "16" $language [1] "R"> Sys.info()sysname release version "Windows" "NT 5.0" "(build 2195) Service Pack 4" machine "x86"
Prof Brian D Ripley
2003-Aug-27 10:45 UTC
(PR#3990) Re: [Rd] Problem in StructTS() when the first element of the serie is NA ( (PR#3990)
What is the point of supplying a time series with the first value missing? You might as well omit the first point. I'll add a `you cannot be serious, man!' error message. On Wed, 27 Aug 2003 Andrea.Capodicasa@albacom.it wrote:> Hi all, > I've experienced this problem using StructTS(x) when the *first* element of > x is a NA (R:R1.7.0, os: w2ksp4). > > Please look at the following code: > > a=rep(1:7,10) > library(ts) > > #this works > StructTS(a) > > #this works > x=a > x[2]=NA > StructTS(x) > > #this doesn't work > x=a > x[1]=NA > StructTS(x) > > The last command returns this error > "Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0, : > L-BFGS-B needs finite values of fn" > > These are my R.version() and Sys.info() relevant infos. > > R.Version() > $platform > [1] "i386-pc-mingw32" > > $arch > [1] "i386" > > $os > [1] "mingw32" > > $system > [1] "i386, mingw32" > > $status > [1] "" > > $major > [1] "1" > > $minor > [1] "7.0" > > $year > [1] "2003" > > $month > [1] "04" > > $day > [1] "16" > > $language > [1] "R" > > > Sys.info() > sysname release > version > "Windows" "NT 5.0" "(build 2195) > Service Pack 4" > machine > "x86" > > ______________________________________________ > R-devel@stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-devel > >-- Brian D. Ripley, ripley@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 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595