Open Nyrio opened 4 years ago
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Describe the bug With seasonal models, when
sar.L1
is very close to 1, the log-likelihood can take the valuenan
.Details:
sar.L1
has to be extremely close to 1. Even 0.9999 doesn't trigger the bug in the example belowp=q=Q=0
but this is not a requirement.Steps/Code to reproduce bug
This outputs
12
(the batch size), meaning that the log-likelihood isnan
accross the batch.Note: the bug can be assigned to me