Dear Paulo Barata,
On Wed, 26 Oct 2022 11:27:54 -0300
Paulo Barata <p...@infolink.com.br> wrote:
> 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.
Since you're not getting replies here, it might help to contact
maintainer('imputeTS').
I think that ABNORMAL_TERMINATION_IN_LNSRCH happens when the line
search part of the L-BFGS-B algorithm determines that the directional
derivative of the function being optimised along the direction of the
previous step turns out to be positive, meaning that the step direction
was bad in the first place. There may be many reasons for this to
happen.
It might also help to look at the optimisation process by passing the
optim.control = list(trace = 3) argument (available levels are 1 to 6,
with 6 being very verbose).
--
Best regards,
Ivan
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