search for: armafn

...a set to compare fits. After taking the logs of the data and then differencing them to induce stationarity, I execute arima( y, order=c( p, 0, q ), seasonal=list( order=c( P, 0, Q ), period=7 ) ) for various values of p, q, P and Q. For one set of these values, I get Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE ... : non-finite finite-difference value [0] which tells me that when computing derivatives of the objective function (armafn) by finite differencing, one of the values is NA, +Inf or -Inf. Any ideas? I would like to print some values of armafn...

Hi all, I?m using the arima() function to study a time series but it gives me the following error: Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [3] I know that I can change the method of the arima() to "CSS" instead of "ML" but I'm specially interested in using maximum likelihood. I have read that usin...

...problem is that the internal process of the arima function call function "optim" to estimate the model parameters, so far so good... but my data presents a problem with the default method "BFGS" of the optim function, the output error looks like this: Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [7] I've searched through the R-forums for an answer and the only thing that look like it might help is a suggestion to modify the R-arima function in a way that allows to select the op...

...q),period=7),include.mean=TRUE,xreg=DU0) }}}}}} Until the step 187 it´s run normally, but in the step 187 return a error and stop the program. > Yfit=arima(Yst[,2],order=c(1,0,1),seasonal=list(order=c(2,1,2),period=7),include.mean=TRUE,xreg=DU0) Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [1] My questions is: 1. What this error mean and why it occured? 2. How can I do to this program disregard any error and to continue to run until the end of looping? 3. Someone know if alr...

Dear members of the list, I'm a beginner in R and I'm having some trouble with: "Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [8]" when running "arima". I've seen that some people have come accross the same problem: https://stat.ethz.ch/pipermail/r-help/2008-August/169660.html So I'd like...

...t it no longer works. The error message is that it cannot find function 'returnValue`: > trace(optim, exit = quote(str(returnValue()))) Tracing function "optim" in package "stats" [1] "optim" > arima(presidents, order = c(1, 0, 0)) Tracing optim(init[mask], armafn, method = optim.method, hessian = TRUE, .... on exit Error in str(returnValue()) : could not find function "returnValue" -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com

I have a question on scope/reference/value type of variables with 'R'. The issue cam up first when I look at the arima code. I see code like: myupARIMA <- function(mod, phi, theta) { . . . . mod } Then armafn <- function(p, trans) { . . . . Z <- upARIMA(mod, trarma[[1]], trarma[[2]]) . . . . res <- .Call(R_ARIMA_Like, x, Z$phi, Z$theta, Z$Delta, Z$a, Z$P, Z$Pn, as.integer(0), FALSE) . . . . } The question is that ARIMA_Like will make changes to the arrays Z$P etc....

...1 ** alpha1 0.457087 0.093125 4.908 9.19e-07 *** beta1 0.617378 0.044561 13.855 < 2e-16 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 when I use predict I am getting the following error: Error en optim(init[mask], armafn, method = optim.method, hessian = TRUE, : non-finite finite-difference value [1] does anybody know what might be going on? Thank you Felipe Parra [[alternative HTML version deleted]]

...if (p > 0) mod$Pn[1, 1] <- 1/(1 - phi^2) else mod$Pn[1, 1] <- 1 mod$a[] <- 0 mod } arimaSS <- function(y, mod) { .Call(R_ARIMA_Like, y, mod$phi, mod$theta, mod$Delta, mod$a, mod$P, mod$Pn, as.integer(0), TRUE) } armafn <- function(p, trans) { par <- coef par[mask] <- p trarma <- .Call(R_ARIMA_transPars, par, arma, trans) Z <- upARIMA(mod, trarma[[1]], trarma[[2]]) if (ncxreg > 0) x <- x - xreg %*% par[narma + (1:ncxreg)] res <- .C...

...function returns a three elements vector; under some conditions (that I could not yet spot), the second element of this vector is a 'NaN'. Since fn() is using this value to compute its return value, it suddenly returns 'NaN' and optim() warns me about it: Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [2] I looked into the code (file src/arima.c of the stats package) and noticed that this second element is a sum of logarithmic terms, computed through the following snippet of code: gain...

...hat the internal process of the arima function call function "optim" to estimate the model parameters, so far so good... but my data presents a problem with the default method "BFGS" of the optim function, the output error looks like this: Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [7] I don't know much about the calls from ARIMA to optim, but when I modified Fletcher's 1970 VM method (called BFGS in R), I was aiming to make it extremely robust to messy functi...

Dear members of the list, I''m a beginner in R and I''m having some trouble with: "Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [8]" when running "arima". I''ve seen that some people have come accross the same problem: https://stat.ethz.ch/pipermail/r-help/2008-August/169660.html So I'...

...nd modify it for your own purposes. Best regards, Carlos J. Gil Bellosta http://www.datanalytics.com On Tue, 2009-03-03 at 18:20 +0100, Marc Anonym wrote: > Dear members of the list, > > I'm a beginner in R and I'm having some trouble with: "Error in > optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = > optim.control, : > non-finite finite-difference value [8]" > > when running "arima". > > I've seen that some people have come accross the same problem: > https://stat.ethz.ch/pipermail/r-help/2008-Aug...

...ed(1) > x <- arima.sim(100,model=list(ar=phi,ma=theta)) > KalmanLike(x,mod=out,fast=FALSE) $Lik ssq NaN $s2 ssq 0.971436 > arima(x,order=c(1,0,1),seasonal=list(period=12,order=c(1,0,0)),include.mean=FALSE,init=c(phi1,theta,phis),method='ML') Erreur dans optim(init[mask], armafn, method = optim.method, hessian = TRUE, : valeur non-finie fournie par optim If needed, I can send a more natural example in which the above behaviour is obtained. This error message ("Error in optim ... non-finite finite-difference value") was already noted in the following...

...version: 2.8.1 compiled from source Compiler versions: gcc-4.1.2-33 libgcc-4.1.2-33 gcc-c++-4.1.2-33 gcc-gfortran-4.1.2-33 Problem: The scripts below produce the following output: $ R --vanilla --slave --no-save <script1.R This one works This one does not work Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = optim.control, : non-finite finite-difference value [1] Calls: arima -> optim Execution halted $ R --vanilla --slave --no-save <script2.R Run 1 Error in optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control = op...