similar to: modifying a built in function from the stats package (fixing arima)

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:

Dear Carlos and Kjetil, Thanks for your answer. >I do not think that is the way to go. If you believe that your algorithm >is better than the existing one, talk to the author of the package and >discuss the improvement. The whole community will benefit. I should be able to *easily* modify it and test it first! >Copy the existing function into a new file, edit it and load it via

>If you ***look at the code*** for arima you will see that ``%+%'' is >defined >in terms of a call to ``.Call()'' which calls ``R_TSconv''. So >apparently >R_TSconv is a C or Fortran function or subroutine in a ``shared >object library'' >or dll upon which arima depends. Hence to do anything with it you'll >need to get >that shared

Hello all, I''m having fun again with the arima function. This time I read in: http://www.stat.pitt.edu/stoffer/tsa2/R_time_series_quick_fix.htm <<It has recently been suggested (by a reliable source) that using xreg in arima() does NOT fit an ARMAX model [insert slap head icon here]. This will be investigated as soon as time permits.>> (by R.H. Shumway & D.S. Stoffer)

Thanks a lot to everybody that helped me out with this. Conclusions: (1) In order to edit arima in R: >fix(arima) or alternatively: >arima<-edit(arima) (2) This is not contained in the "Introduction to R" manual. (3) A "productive" fix of arima is attached (arma coefficients printed out and error catched so that it doesn't halt parent loops to search for

Hello, I'm fitting a series of ARIMA models to a data 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

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

Let me get more specific. I think it this can be answered then I can translate the information to other calls. In the arima 'R' code there is a reference to .Call(R_TSconv, a, b) If from the console I type: > .Call(R_TSConv, c(1,-1), c(1,-1)) I get: Error: object "R_TSConv" not found If I do > getNativeSymbolInfo("R_TSConv") I get: Error in

Hi people, I´m trying to development a simple routine to run many Arima models result from some parâmeters combination. My data test have one year and daily level. A part of routine is: for ( d in 0:1 ) { for ( p in 0:3 ) { for ( q in 0:3 ) { for ( sd in 0:1 ) { for ( sp in 0:3 ) { for ( sq in 0:3 ) {

dhabby wrote: Last week I run in to a lot a problems triyng to fit an ARIMA model to a time series. The 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:

Quoting "Fabio Pietrosanti (naif)" <lists at infosecurity.ch>: > Speex it's too cpu expensive for general S60 usage, it would require a > lot of ASM optimization. Did a quick search and saw ARM CPUs with speeds above 100 MHz. That should actually be enough for Speex, at least for narrowband. > If you are using CSD, like for a secure telephony solution >

It would be very nice to know about some good success without too much cpu issues on Nokia devices, i tried pjsip.org project on S60 FP1 E65 +200mhz ARM cpu with speex but don't had much luck in using it without having 100% cpu usage :( Please let us to know about your testing E65 CPU: http://www.nokia-tuning.net/index.php?s=processor Fabio Pietrosanti Jordan Dimov wrote: > Thank

Hi, the function makeARIMA(), designed to construct some state space representation of an ARIMA model, uses a C function called getQ0, which can be found at the end of arima.c in R source files (library stats). getQ0 takes two arguments, phi and theta, and returns the covariance matrix of the state prediction error at time zero. The reference for getQ0 (cited by help(arima)) is:

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,

Dear all, i am currently evaluating which codec to be used for a "very narrowband" voice communication system (using either VoIP either GSM CSD) on mobile devices running Windows Mobile and Symbian OS. I had experience in using AMR-NB 4.75 with VAD on Symbian OS and all worked very well. However, AMR it's not royalty free and if i need to use it on Windows Mobile i will need

Hi all, supposing to have speex working at 3.95, when VAD/CNG is employed, which is the size of those "silence" samples respect to voice samples? I am wondering if it could be possible to lower even the transmission of VAD/CNG samples by specifying "outbound" in the communication channel only 1 bit instead of sending the whole VAD/CNG packet. I am doing the same for AMR

Hola a tod en s, tengo una duda que se relaciona con alternativas al uso de variables globales. En principio, si se quiere usar un generador de v.a con la librería Runuran sólo se permite definir las funciones de densidad (o el núcleo de las mismas) con funciones con un único argumento en (x). Sin embargo, necesito pasar a las funciones más argumentos que van cambiando en las iteraciones de

Hi: I''ve installed the precompiled binary for Windows. I need to use an existing function, but I want to introduce some slight changes to it. 1. Is there a way for me to find the source files through windows explorer? I know I can see it using edit(object name) but I want to know if I can see it via explorer in some location under the R directory. 2. I don´t want to modify the code of

Howdy, Some ext2/3 benchmarks on a IBM-DPTA-372050 connected to k7 650MHz. The same partition was used on all tests roughly with the same disk usage. bonnie on ext2: -------Sequential Output-------- ---Sequential Input-- --Random-- -Per Char- --Block--- -Rewrite-- -Per Char- --Block--- --Seeks--- Machine MB K/sec %CPU K/sec %CPU K/sec %CPU K/sec %CPU K/sec %CPU

Hi, I have just discovered (a year after it was implemented) a possibly undocumented incompatability between IAX in Asterisk 1.4 and any version of Asterisk pre-March 2008. It seems an AST_CONTROL_SRCUPDATE frame type was added (in March '08), but no mechanism to negotiate whether it can be sent to the remote end, so if a "new" IAX endpoint sends it, and the remote end ignores it,