Dear Martin, REgrets to reply this late.... I am staring at a conundrum never before encountered in my experience with R:
LYGH[[201]] [1] 45.40 3.25 6.50 2.15 > arfima(LYGH[[201]]) Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : NA/NaN/Inf in foreign function call (arg 5) > arfima(c(45.40,3.25,6.50,2.15)) Call: arfima(y = c(45.4, 3.25, 6.5, 2.15)) Coefficients: d 4.583013e-05 sigma[eps] = 18.01252 a list with components: [1] "log.likelihood" "n" "msg" "d" "ar" [6] "ma" "covariance.dpq" "fnormMin" "sigma" "stderror.dpq" [11] "correlation.dpq" "h" "d.tol" "M" "hessian.dpq" [16] "length.w" "residuals" "fitted" "call" "x" [21] "series" Please note that the index of LYGH has changed from 202 to 201 due to some randomness in one of my function. PLEASE HELP. Output of dput LYGH[[201]]: > dput(LYGH[[201]]) c(45.4, 3.25, 6.5, 2.14999999999998) output of session info() sessionInfo() R version 4.1.2 (2021-11-01) Platform: x86_64-w64-mingw32/x64 (64-bit) Running under: Windows Server x64 (build 14393) Matrix products: default locale: [1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C [5] LC_TIME=English_United States.1252 attached base packages: [1] parallel stats graphics grDevices utils datasets methods base other attached packages: [1] pbmcapply_1.5.1 imputeTS_3.3 forecast_8.17.0 loaded via a namespace (and not attached): [1] Rcpp_1.0.7 urca_1.3-3 pillar_1.9.0 compiler_4.1.2 tseries_0.10-51 [6] tools_4.1.2 xts_0.12.1 nlme_3.1-153 lifecycle_1.0.3 tibble_3.2.1 [11] gtable_0.3.3 lattice_0.20-45 pkgconfig_2.0.3 rlang_1.1.0 cli_3.6.1 [16] rstudioapi_0.14 curl_4.3.2 xml2_1.3.3 dplyr_1.1.1 generics_0.1.3 [21] vctrs_0.6.1 gridtext_0.1.5 ggtext_0.1.2 lmtest_0.9-40 grid_4.1.2 [26] nnet_7.3-16 tidyselect_1.2.0 glue_1.6.2 R6_2.5.1 fansi_1.0.4 [31] ggplot2_3.4.2 TTR_0.24.3 magrittr_2.0.3 scales_1.2.1 quantmod_0.4.20 [36] timeDate_4021.106 colorspace_2.1-0 fracdiff_1.5-1 quadprog_1.5-8 utf8_1.2.3 [41] stinepack_1.4 munsell_0.5.0 zoo_1.8-10 PLease Also note: arfima(c(45.4, 3.25, 6.5, 2.14999999999998)) Call: arfima(y = c(45.4, 3.25, 6.5, 2.14999999999998)) Coefficients: d 4.583013e-05 sigma[eps] = 18.01252 a list with components: [1] "log.likelihood" "n" "msg" "d" "ar" [6] "ma" "covariance.dpq" "fnormMin" "sigma" "stderror.dpq" [11] "correlation.dpq" "h" "d.tol" "M" "hessian.dpq" [16] "length.w" "residuals" "fitted" "call" "x" [21] "series" Many thanks in advance.... Thanking you, Yours sincerely, AKSHAY M KULKARNI ________________________________ From: Martin Maechler <maech...@stat.math.ethz.ch> Sent: Thursday, June 1, 2023 1:28 PM To: akshay kulkarni <akshay...@hotmail.com> Cc: R help Mailing list <r-help@r-project.org> Subject: Re: [R] error in arfima... >>>>> akshay kulkarni >>>>> on Wed, 31 May 2023 20:55:33 +0000 writes: > dear members, > I am using arfima() from forecast package to model a time > series. The following is the code: >> LYGH[[202]] > [1] 45.40 3.25 6.50 2.15 >> arfima(LYGH[[202]]) > Error in .fdcov(x, fdf$d, h, nar = nar, nma = nma, hess = hess, fdf.work = fdf$w) : > NA/NaN/Inf in foreign function call (arg 5) > I tried viewing .fdcov() with the following code: > View(environment(fracdiff)$.fdcov) > but I see no stop() with the above mentioned error message. > Can you please help? Well, as I am the maintainer of the *fracdiff* package, I'm trying. OTOH, as we will see below, you did not give us enough information to really help you... > THanking you, > Yours sincerely, > AKSHAY M KULKARNI Your problem is not (yet) reproducible (*) I've done the following in an "empty" (i.e. freshly started) R session, R 4.3.0: ----begin_R_transcript___save_as__arfima-ex.Rout__------------------------------ > > lN <- loadedNamespaces() > library(forecast) Registered S3 method overwritten by 'quantmod': method from as.zoo.data.frame zoo > options(width=75) > setdiff(loadedNamespaces(), lN) # -- see all the *!^@...! forecast loads: [1] "gtable" "dplyr" "tidyselect" "Rcpp" "parallel" [6] "scales" "lattice" "ggplot2" "R6" "generics" [11] "curl" "lmtest" "tibble" "munsell" "nnet" [16] "forecast" "timeDate" "pillar" "rlang" "quantmod" [21] "utf8" "urca" "quadprog" "cli" "magrittr" [26] "xts" "grid" "nlme" "lifecycle" "fracdiff" [31] "vctrs" "glue" "tseries" "zoo" "fansi" [36] "colorspace" "TTR" "pkgconfig" > arfima(c(45.40, 3.25, 6.50, 2.15)) Call: arfima(y = c(45.4, 3.25, 6.5, 2.15)) Coefficients: d 4.583013e-05 sigma[eps] = 18.01252 a list with components: [1] "log.likelihood" "n" "msg" [4] "d" "ar" "ma" [7] "covariance.dpq" "fnormMin" "sigma" [10] "stderror.dpq" "correlation.dpq" "h" [13] "d.tol" "M" "hessian.dpq" [16] "length.w" "residuals" "fitted" [19] "call" "x" "series" > > sessionInfo() R version 4.3.0 (2023-04-21) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Fedora Linux 36 (Thirty Six) Matrix products: default BLAS: /usr/local64.sfs/app/R/R-4.3.0-inst/lib/libRblas.so LAPACK: /usr/lib64/liblapack.so.3.10.1 locale: [1] LC_CTYPE=de_CH.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8 LC_COLLATE=de_CH.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=de_CH.UTF-8 [7] LC_PAPER=de_CH.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=de_CH.UTF-8 LC_IDENTIFICATION=C time zone: Europe/Zurich tzcode source: system (glibc) attached base packages: [1] graphics grDevices datasets stats utils methods base other attached packages: [1] forecast_8.21 fortunes_1.5-4 sfsmisc_1.1-15 loaded via a namespace (and not attached): [1] gtable_0.3.3 dplyr_1.1.2 compiler_4.3.0 [4] tidyselect_1.2.0 Rcpp_1.0.10 parallel_4.3.0 [7] scales_1.2.1 lattice_0.21-8 ggplot2_3.4.2 [10] R6_2.5.1 generics_0.1.3 curl_5.0.0 [13] lmtest_0.9-40 tibble_3.2.1 munsell_0.5.0 [16] nnet_7.3-19 timeDate_4022.108 pillar_1.9.0 [19] rlang_1.1.1 quantmod_0.4.22 utf8_1.2.3 [22] urca_1.3-3 quadprog_1.5-8 cli_3.6.1 [25] magrittr_2.0.3 xts_0.13.1 grid_4.3.0 [28] nlme_3.1-162 lifecycle_1.0.3 fracdiff_1.5-2 [31] vctrs_0.6.2 glue_1.6.2 tseries_0.10-54 [34] zoo_1.8-12 fansi_1.0.4 colorspace_2.1-0 [37] TTR_0.24.3 tools_4.3.0 pkgconfig_2.0.3 > ##---end__R_transcript--------------------------------------------------------------- Note that your error message pointed me to my (old, but still fine) package {fracdiff} with its principal function fracdiff() around which arfima() is a user-friendly and generalization wrapper. In other words arfima() calls fracdiff::fracdiff() and the error happens there --- for you, but not for me, if I try to use the same data as you. I see that you must have found that too, because you mentioned View(environment(fracdiff)$.fdcov) Maybe you need to update.packages() {which should re-install R packages you have installed but which have become outdated in the mean time} If the error persists, please send us the output of 1) dput(LYGH[[202]]) so we get your exact data 2) sessionInfo() so we get much info about your R "setup" .... last but not least: If you are really calling arfima() with a time series of length 4 (which your LYGH[[202]] above seems to suggest) then you really need to learn a bit about the tools you are using: It really does not make any sense to fit a somewhat sophisticated time-series model (or *any* time-series model, I'd say) to a "series" with 4 values. Best regards, Martin -- Martin Maechler ETH Zurich and R Core team [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.