Hi all,
I've experienced this problem using StructTS(x) when the *first* element of
x is a NA (R:R1.7.0, os: w2ksp4).

Please look at the following code:

                a=rep(1:7,10)
                library(ts)

                #this works
                StructTS(a)

                #this works
                x=a
                x[2]=NA
                StructTS(x)

                #this doesn't work
                x=a
                x[1]=NA
                StructTS(x)

The last command returns this error
"Error in optim(init[mask], getLike, method = "L-BFGS-B", lower = rep(0,  : 
        L-BFGS-B needs finite values of fn"

These are my R.version() and Sys.info() relevant infos.
> R.Version()
$platform
[1] "i386-pc-mingw32"

$arch
[1] "i386"

$os
[1] "mingw32"

$system
[1] "i386, mingw32"

$status
[1] ""

$major
[1] "1"

$minor
[1] "7.0"

$year
[1] "2003"

$month
[1] "04"

$day
[1] "16"

$language
[1] "R"

> Sys.info()
                      sysname                       release
version                       
                    "Windows"                      "NT 5.0" "(build 2195)
Service Pack 4"            
                      machine            
                        "x86"

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