Dear colleagues,
For data imputation in time series, I am using the R-package imputeTS,
using its funcion na_kalman. For some calls to that funcion, I get the
following warning message:
In stats::StructTS(data, ...) :
possible convergence problem: 'optim' gave code = 52 and message
‘ERROR: ABNORMAL_TERMINATION_IN_LNSRCH’
The function StructTS is called by the function na_kalman of the
imputeTS package.
In one run of my program, in 600 calls to the na_kalman function (in
bootstrap calculations), I've got 15 warning messages like that.
Would someone please tell me about the implications of such a message?
To my eyes, the imputation results I am getting look perfectly acceptable.
Thank you very much.
Paulo Barata
(Rio de Janeiro - Brazil)
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