[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]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
More information about the R-help
mailing list