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Found out that whenever during the estimation process on of the beta parameters reaches an unrealistic value ( beta[i]>max_beta, with max_beta=20) TRIM decides that the parameters are "diverging" and either removes the corresponding change point (when auto delete is on) or halts.
Detection of this case is trivial, but it's solution is less so. But I have some ideas.
The text was updated successfully, but these errors were encountered:
Found out that whenever during the estimation process on of the beta parameters reaches an unrealistic value ( beta[i]>max_beta, with max_beta=20) TRIM decides that the parameters are "diverging" and either removes the corresponding change point (when auto delete is on) or halts.
Detection of this case is trivial, but it's solution is less so. But I have some ideas.
The text was updated successfully, but these errors were encountered: