Closed jesuslovesyiyi closed 3 years ago
when running the tsclust function on a multivariate model with varying time series length, I run into the error: Parameter 'sigma' must be positive. Do you have any idea what could be the issue? Thanks in advance!
Are you using the GAK distance?
Yes
If you specify sigma for that distance, it must be positive. I don't think the automatic estimate can give a negative result.
sigma
when running the tsclust function on a multivariate model with varying time series length, I run into the error: Parameter 'sigma' must be positive. Do you have any idea what could be the issue? Thanks in advance!