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fit.R source doesn't work
I installed ptproc(1.5.1) library and I tried to run your code 'fit.R', but I got several problems.
At first time, I encountered the problem related to condition
in penalty() function.
I wrote as.character(quote(any(params < 0))))
instead of quote(any(params < 0)))
and I fixed it.
After that, I got another problem.
The error was
> f <- fit(0.5, as.character(trade_times))
Nelder-Mead direct search function minimizer
Error in if (any) returnflag <- alpha :
argument is not interpretable as logical
In addition: Warning message:
In if (is.na(pts)) { :
the condition has length > 1 and only the first element will be used
The traceback was
7. eval(expr, envir, enclos)
6. eval(condition)
5. fn(par, ...)
4. (function (par)
fn(par, ...))(structure(c(0.5, 1, 0.1), .Names = c("mu", "C",
"a")))
3. optim(pstart, optim.logLik, method = method, control = optim.control,
...)
2. ptproc.fit(ppm, optim.control = list(trace = 2), alpha = 1e+05,
hessian = TRUE)
1. fit(0.5, as.character(trade_times))
What should I do to solve this problem?
My R Studio version is 1.0.136 and ptproc (1.5.1). macOS Sierra 10.12.3
I suspect the ptproc
API changed. I can have a look at a later point. Maybe check if there's anything obvious in the fit
function like arguments clearly different.
@jheusser Thank you. I hope you may check your code is working well in your certain setting. If then, please let me know detailed information. Thank you in advance :)
@jeongmincha to be fair, the repo is 4 years old 😄 but I can see if I can update it to the latest versions.
@jheusser Thank you for your attention :)
I hope I can use Hawkes process soon.
I am using R (3.2.3). It says that: "package ‘ptproc’ is not available" :( @jeongmincha Even I hope to use Hawkes process soon!