MatthieuStigler / tsDyn

tsDyn
tsdyn.googlecode.com
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star: not robust to some optimization cases #27

Open MatthieuStigler opened 3 years ago

MatthieuStigler commented 3 years ago
library(tsDyn)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
packageVersion("tsDyn")
#> [1] '11.0.0'
s1 <- star(log(lynx), m=2, trace = FALSE)
star(lynx, m=2, trace = FALSE)
#> Warning in plogis(z, th, 1/gamma): NaNs produced
#> Error in optim(res$par, SS_2, method = "L-BFGS-B", hessian = TRUE): L-BFGS-B needs finite values of 'fn'

Created on 2020-12-05 by the reprex package (v0.3.0)