[R] R-package imputeTS / warning messages

Paulo Barata pb @end|ng |rom |n|o||nk@com@br
Wed Oct 26 16:27:54 CEST 2022


Dear colleagues,

For data imputation in time series, I am using the R-package imputeTS, 
using its funcion na_kalman. For some calls to that funcion, I get the 
following warning message:

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.

In one run of my program, in 600 calls to the na_kalman function (in 
bootstrap calculations), I've got 15 warning messages like that.

Would someone please tell me about the implications of such a message? 
To my eyes, the imputation results I am getting look perfectly acceptable.

Thank you very much.

Paulo Barata

(Rio de Janeiro - Brazil)



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