Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

MinT: Error in if (!is.symmetric.matrix(x)) stop("argument x is not a symmetric matrix") : missing value where TRUE/FALSE needed #42

Open
jnuvenus opened this issue Oct 30, 2018 · 1 comment

Comments

@jnuvenus
Copy link

Hello, when i use MinT function,input 7 days(2018.10.22-28) forecasts and 7 days(2018.10.15-21) residual, but I got the error:

Error in if (!is.symmetric.matrix(x)) stop("argument x is not a symmetric matrix") :
missing value where TRUE/FALSE needed
In addition: Warning messages:
1: In cov2cor(covm) :
diag(.) had 0 or NA entries; non-finite result is doubtful
2: In cov2cor(tar) :
diag(.) had 0 or NA entries; non-finite result is doubtful

How to solve this error? I looking forward to hearing from you

@jnuvenus
Copy link
Author

@earowang I found that this error may be caused by the input residual of function MinT() has 0, corm <- cov2cor(covm) in function shrink.estim() return this error, Is <- sqrt(1/diag(covm)) in function cov2cor(covm) return Inf element。Is there any method can solve this problem? Since 0 in residual may occur in the real world data sets.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant