[R] StructTS

Gregor Gawron gregor.gawron at rmf.ch
Tue Oct 29 10:40:39 CET 2002


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


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