[R] ArimaLike NaN return

[Matwey V. Kornilov]

https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=14682

Ok, understood. I'll try to make a patch with a fix using solution 
suggested.


05.05.2013 16:19, Matwey V. Kornilov пишет:
> Hi,
>
>  > sessionInfo()
> R version 3.0.0 (2013-04-03)
> Platform: x86_64-unknown-linux-gnu (64-bit)
>
> I am experiencing following problem. I am trying to fit arima(2,0,4)
> model, and optim complaint that armafn provides it with infinite value.
> I found that it is because sumlog (res[2L]) (see stats/R/arima.R line
> 64) is NaN, because of gain in function ARIMA_Like (see
> stats/src/arima.c line 674) becomes negative and log() of this is
> calculated.
>
> However, writing down expression for log-likelihood for ARIMA I don't
> see any poles in this expression, so I would rather consider that
> something wrong with evaluation here.
>
> How to find, what is wrong here?
>
>
> p.s. Does anybody know what the following code is intended to do?
> (ARIMA_Like stats/src/arima.c)
>
>              if(gain < 1e4) {
>                  nu++;
>                  ssq += resid * resid / gain;
>                  sumlog += log(gain);
>              }
>
> I mean there is some hard coded magic value 1e4...
>