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srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
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c++ exception #86

Open christophsax opened 5 years ago

christophsax commented 5 years ago 
library(bdfm)
library(tsbox)
dfm(ts_c(austres, fdeaths))
#> Draws Non-Stationary
#> Error in EstDFM(B = B_in, Bp = Bp, Jb = Jb, lam_B = lam_B, q = q, nu_q = nu_q, : c++ exception (unknown reason)

Created on 2019-07-19 by the reprex package (v0.3.0)

christophsax commented 5 years ago

Should we error with proper error message if Draws Non-Stationary?

SethOttoQuant commented 5 years ago

Yes --- non stationary draws usually result from non-stationary data, so fixing it will require the user to have a look at the input data.

christophsax commented 5 years ago

Yes, it may be better to properly error instead of just messaging - which will lead to the scary exception error later on.