search for: getlike

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2002 Oct 29
2
StructTS
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 -.-.-.-.-.-.-.-...
2009 Aug 06
1
Time Series smoothing
...out. However, I am having some problems smoothing and plotting the smoothed version. > A <- as.ts(read.table(choose.files())) > x <- as.ts(A[,10]) > plot(x) > > plot(smooth(x)) plot(smooth(x)) looks exactly like plot(x). Also, > StructTS(x) Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0, : L-BFGS-B needs finite values of 'fn' The HoltWinters smoothing or the Kalman smoothing don't work either for various errors... I'm not quite sure what's wrong. Thanks. -- View this message in context: http://www.nabble.com/Ti...
2009 Oct 14
1
"Error: testing 'stats' failed" - R 2.9.2 on Linux
...evel") > > Variances: > level epsilon > 0.0003700 0.0719877 > > plot(trees) > > lines(fitted(fit), col = "green") > > tsdiag(fit) > > > > (fit <- StructTS(log10(UKgas), type = "BSM")) > Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0, : > non-finite value supplied by optim > Calls: StructTS -> optim > Execution halted I'll be happy to supply any information I can upon request to help the developers solve this apparent problem. I've searched the R mailing lis...
2003 Aug 27
1
Problem in StructTS() when the first element of the serie is NA ( (PR#3990)
...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, m...