In the attempt to explore the usage of package CEoptim, I have run the code listed at the end of this message. This code is nothing but the one associated to example 5.7 in the main reference of the package, available at https://www.jstatsoft.org/article/view/v076i08 and is included in the associated file v76i08.R
Unfortunately, the call to CEoptim stops with error message Error in is.null(A) || is.na(A) : 'length = 18' in coercion to 'logical(1)’ On 2024–04-03, I have written about this problem to Maintainer: Benoit Liquet <b.liq...@uq.edu.au> but so far no reply has reached me. Could anyone help? Best regards, Adelchi Azzalini http://azzalini.stat.unipd.it //////////////////////////////////////////////////////////////////////// library(CEoptim) ## 5.7 AR(1) Model with Regime Switching set.seed(123) sumsqrs <- function(theta, rm1, x) { N <- length(x) #without x[0] r <- 1 + sort(rm1) # internal end points of regimes if (r[1] == r[2]) { # test for dupes -> invalid regime return(Inf) } thetas <- rep(theta, times = c(r, N) - c(1, r + 1) + 1) xhat <- c(0, head(x, -1)) * thetas ## Compute sum of squared errors sum((x - xhat)^2) } ## Read the data from CEoptim package data("yt", package = "CEoptim") xt <- yt - c(0, yt[-300]) A <- rbind(diag(3), -diag(3)) b <- rep(1, 6) res <- CEoptim(sumsqrs, f.arg = list(xt), continuous = list(mean = c(0, 0, 0), sd = rep(1, 3), conMat = A, conVec = b), discrete = list(categories = c(298L, 298L), smoothProb = 0.5), N = 10000, rho = 0.001) Error in is.null(A) || is.na(A) : 'length = 18' in coercion to 'logical(1)' R> sessionInfo() R version 4.3.3 (2024-02-29) Platform: aarch64-apple-darwin20 (64-bit) Running under: macOS Ventura 13.0 Matrix products: default BLAS: /Library/Frameworks/R.framework/Versions/4.3-arm64/Resources/lib/libRblas.0.dylib LAPACK: /Library/Frameworks/R.framework/Versions/4.3-arm64/Resources/lib/libRlapack.dylib; LAPACK version 3.11.0 locale: [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8 time zone: Europe/Rome tzcode source: internal attached base packages: [1] stats utils datasets grDevices graphics methods base other attached packages: [1] CEoptim_1.3 sna_2.7-2 network_1.18.2 statnet.common_4.9.0 [5] msm_1.7.1 MASS_7.3-60.0.1 loaded via a namespace (and not attached): [1] vctrs_0.6.2 cli_3.6.1 rlang_1.1.1 generics_0.1.3 [5] jsonlite_1.8.4 glue_1.6.2 colorspace_2.1-0 scales_1.2.1 [9] fansi_1.0.4 dlstats_0.1.7 grid_4.3.3 expm_0.999-9 [13] munsell_0.5.0 tibble_3.2.1 mvtnorm_1.1-3 lifecycle_1.0.3 [17] compiler_4.3.3 dplyr_1.1.2 coda_0.19-4.1 RColorBrewer_1.1-3 [21] pkgconfig_2.0.3 lattice_0.22-5 R6_2.5.1 tidyselect_1.2.0 [25] utf8_1.2.3 splines_4.3.3 pillar_1.9.0 magrittr_2.0.3 [29] Matrix_1.6-5 tools_4.3.3 gtable_0.3.3 survival_3.5-8 [33] ggplot2_3.4.2 R> ______________________________________________ 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.
