| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | Problems with SsfFit |
| From: | "Bernardo Ribeiro" <ribeirob@gmail.com> |
| Date: | Mon, 13 Aug 2007 22:03:21 -0300 |
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Hey all, I'm working with a Term Structure model ans modelling it as part of a State Space form. I modelled the State Space form but kee gettin this error whe I run SSfFit: > ans.vasicek = SsfFit(start, fama.bliss, genvasicek.ssf, tau = tau, freq = 1/ 12, trace = T, lower = l, upper = u, control = nlminb.control(abs.tol = 1e-006, , rel.tol = 1e-006, x.tol = 1e-006, eval.max = 1000, iter.max = 500)) Iteration 0 : objective = 1389460 Iteration 1 : objective = 11434.01 Iteration 2 : objective = 2453.152 Iteration 3 : objective = 6401.252 Iteration 4 : objective = -75.86472 Iteration 5 : objective = 1e+010 ..... Iteration 135 : objective = -3807.041 Iteration 136 : objective = -3807.044 Iteration 137 : objective = -3807.051 Iteration 138 : objective = -3818.088 Problem in .C("S_KalmanFil",: subroutine S_KalmanFil: Missing values in argument 5 Use traceback() to see the call stack When I call traceback() I get the following: > traceback() 17: eval(action, sys.parent()) 16: doErrorAction("Problem in .C(\"S_KalmanFil\",: subroutine S_KalmanFil: Missing values in argument 5", 15: .C("S_KalmanFil", 14: .C("S_KalmanFil", 13: KalmanFil(mY, ssf, ikf = ikf, task = "KFLIK") 12: SsfLoglike(mY, ssf.mod, ikf = ikf) 11: f(c(0., 0.449490474962204, 0.149007241071586 , 0.0121000776637863, 10: eval(this.call, local = sys.parent(1.)) 9: do.call("f", c(list(new$x), old$aux[names(f)[ - c(1, length(f))]])) 8: nlminb.0(temp, p, liv, lv, objective, bounds, scale) 7: nlminb.trace (parm, loglike.fun, mY = data, FUN = FUN, conc = conc, scale = 6: SsfFit(start, fama.bliss, genvasicek.ssf, tau = tau, freq = 1/12, trace = T, 5: eval(i, local) 4: source(auto.print = auto.print, exprs = substitute( exprs.literal)) 3: script.run(exprs.literal = { 2: eval(_expression_(script.run(exprs.literal = { 1: Message: Problem in .C("S_KalmanFil",: subroutine S_KalmanFil: Missing values in argument 5 Doen anyone know what is going on? Thanks a lot, Bernardo |
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