[R] StructTS

[ripley@stats.ox.ac.uk]

On Tue, 29 Oct 2002, Gregor Gawron wrote:

> 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.

Specify init in your call to StructTS.
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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