[R-sig-Geo] SpatioTemporal package error
frankma
md.franklin at gmail.com
Sun Sep 14 16:58:37 CEST 2014
Dear all,
I'm using the SpatioTemporal package
(http://cran.r-project.org/web/packages/SpatioTemporal/vignettes/ST_tutorial.pdf)
which is fantastic for spatio-temporal analysis however I've come across
hurdle that I cannot get over at the moment. Any help that anyone may be
able to give would be greatly appreciated.
I am afraid that my ignorance is likely causing a simple error, however, I
have not been able to resolve it.
Whilst estimating parameters I use:
model.dim <- loglikeSTdim(mesa.model)
str(model.dim)
and return:
List of 12
$ T : int 48
$ m : int 2
$ n : int 26
$ n.obs : int 26
$ p : Named int [1:2] 4 2
..- attr(*, "names")= chr [1:2] "const" "V1"
$ L : int 1
$ npars.beta.covf: Named int [1:2] 2 2
..- attr(*, "names")= chr [1:2] "exp" "exp"
$ npars.beta.tot : Named int [1:2] 2 2
..- attr(*, "names")= chr [1:2] "exp" "exp"
$ npars.nu.covf : int 2
$ npars.nu.tot : int 3
$ nparam.cov : int 7
$ nparam : int 14
Then attempt to set up the model using these starting values (I have tried
countless others):
x.init <- cbind(c( rep(2, model.dim$nparam.cov-1), 2),c( rep(c(1,-2),
model.dim$m+1),1))
rownames(x.init) <- loglikeSTnames(mesa.model, all=FALSE)
est.mesa.model <- estimate(mesa.model, x.init,type="p", hessian.all=TRUE)
Optimisation using starting value 1/2
N = 7, M = 5 machine precision = 2.22045e-16
At X0, 0 variables are exactly at the bounds
At iterate 0 f= 1764.7 |proj g|= 17
At iterate 10 f = -1868.3 |proj g|= 0.8506
iterations 13
function evaluations 20
segments explored during Cauchy searches 17
BFGS updates skipped 0
active bounds at final generalized Cauchy point 0
norm of the final projected gradient 0.0222348
final function value -1868.35
F = -1868.35
final value -1868.352505
converged
Error in diag(solve(res[[i]]$hessian)) :
error in evaluating the argument 'x' in selecting a method for function
'diag': Error in solve.default(res[[i]]$hessian) :
Lapack routine dgesv: system is exactly singular: U[1,1] = 0
The error above seems simple but I can't figure out how it occurs. Any help
you can give would be greatly appreciated.
Kind regards,
Matthew Franklin
University of Sheffield
-----
Matthew Franklin
School of Mathematics and Statistics
University of Sheffield
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