[R] how to modify an R built-in function?

Gabor Grothendieck ggrothendieck at gmail.com
Mon Jan 26 14:54:24 CET 2009


Unless there is some real reason you need an arima model perhaps you
could just try an ar model instead.  ?ar

On Mon, Jan 26, 2009 at 7:36 AM, diego Diego <dhabbyc at gmail.com> wrote:
> Hello R experts!
>  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:
>
> Error en optim(init[mask], armafn, method = "BFGS", hessian = TRUE, control
> = optim.control,  :
>  non-finite finite-difference value [7]
>
> I've searched through the R-forums for an answer and the only thing that
> look like it might help is a suggestion to modify the R-arima function in a
> way that allows to select the optimization method for the "optim" function.
> The post is available here:
>
> http://finzi.psych.upenn.edu/R/Rhelp02a/archive/138255.html
>
> The problem is that I'm not familiar with the procedure thet the author
> suggest, ie, I don't know how to modify the R fucntion through a R-script.
>
> Any help will be very appreciated!!!
>
>
> regards!!!
>
>
> Diego.
>
>        [[alternative HTML version deleted]]
>
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