Dear R-users,
I'm estimating a two- dimensional state-space model using the FKF package.
The resulting log likelihood function is maximized using auglag from the
Alabama package. The procedure works well for a subset of my data, but if I
try to use the entire data set I get the following error message.
Error in eigen(a$hessian) : infinite or missing values in 'x'
What's even more confusing is that if I estimate the model for a sample say
data[1:200,] then there's convergence. If I estimate it for data[1:300, ]
then I get the error message. But if I estimate the model for
data[201,300] it once again converges.
Can anyone please enlighten me; where does this error stem from and what
can I do about it?
Thank you in advance.
Kristian
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