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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Thank you, it have helped. P.s. I have forgotten to give the subject name. That's way I have posted the question twice. -----Original Message----- From: ripley at stats.ox.ac.uk [mailto:ripley at stats.ox.ac.uk] Sent: Dienstag, 29. Oktober 2002 14:38 To: Gregor Gawron Cc: r-help at stat.math.ethz.ch Subject: Re: [R] StructTS 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 _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._