search for: tcscale

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2008 Dec 22
0
nlsrob fails with puzzling error message on input accepted by nls
...to get improved estimates. The model is well-behaved for the parameters that come from nls - no huge values, NAs or infinities for the values of the independent variables. But nlrob fails immediately (on the first pass) with the error message > pxe2 <- nlrob(dpx ~ peFnc(tradeSide, tradeSz, tcScale, szScale, alpha), data=fitData, start= pxe$m$getAllPars(), trace=TRUE); robust iteration 1 2138.747 : 2.19 2.31 0.45 Error in numericDeriv(form[[3]], names(ind), env) : <-------------------- Missing value or an infinity produced when evaluating the model <------------------- With debug(...
2008 Dec 29
0
Serial Correlation Test for Short Time Series
...to get improved estimates. The model is well-behaved for the parameters that come from nls - no huge values, NAs or infinities for the values of the independent variables. But nlrob fails immediately (on the first pass) with the error message > pxe2 <- nlrob(dpx ~ peFnc(tradeSide, tradeSz, tcScale, szScale, alpha), data=fitData, start= pxe$m$getAllPars(), trace=TRUE); robust iteration 1 2138.747 : 2.19 2.31 0.45 Error in numericDeriv(form[[3]], names(ind), env) : <-------------------- Missing value or an infinity produced when evaluating the model <------------------- With debug(),...