tryCatch in garchFit in R
当我运行此程序时,在160次“运行”210次后,我收到一条错误消息:tryCatch in garchFit in R,r,error-handling,try-catch,R,Error Handling,Try Catch,当我运行此程序时,在160次“运行”210次后,我收到一条错误消息: Error in solve.default(fit$hessian) : system is computationally singular: reciprocal condition number = 1.24675e-16 In addition: There were 35 warnings (use warnings() to see them) 当我得到错误时,程序停止。我用另一组数据运
Error in solve.default(fit$hessian) : system is computationally singular: reciprocal condition number = 1.24675e-16
In addition: There were 35 warnings (use warnings() to see them)
当我得到错误时,程序停止。我用另一组数据运行了这个程序。然后它工作得很好。我如何在这里使用tryCatch,以便在发生错误时程序不会停止
minOrder <- c(0,0,1,0)
maxOrder <- c(5,5,2,2)
bestAIC <- 1e9
model <- list()
N1 <- ((0^minOrder[1]+maxOrder[1])*(0^minOrder[2]+maxOrder[2])*(0^minOrder[3]+maxOrder[3])* (0^minOrder[4]+maxOrder[4]))
AIC <- numeric(N1)
MODEL <- mat.or.vec(N1,length(maxOrder))
i <- 1
for(p in minOrder[1]:maxOrder[1]){
for(q in minOrder[2]:maxOrder[2]){
if(p==0 && q==0){q <- 1}
for(m in minOrder[3]:maxOrder[3]){
for(s in minOrder[4]:maxOrder[4]){
model <- garchFit(substitute(~arma(ar,ma)+garch(alpha,beta), list(ar=p,ma=q,alpha=m,beta=s)), data=logr, trace=F, cond.dist = c("norm"), include.mean=TRUE)
AICmodel <- model@fit$ics[1]
AIC[i] <- AICmodel
MODEL[i,] <- c(p,q,m,s)
i <- i+1
if(AICmodel < bestAIC){
bestAIC <- AICmodel
bestFIT <- model
bestMODEL <- c(p,q,m,s)
}
}
}
}
}
您应该首先确定是哪个调用导致了错误。您可以在程序停止后调用traceback来完成此操作。然后你把那个电话放在一起试试看。我猜您在调用garchFit时收到了错误。如果是这种情况,您可以:
model <- try(garchFit(substitute(~arma(ar,ma)+garch(alpha,beta), list(ar=p,ma=q,alpha=m,beta=s)), data=logr, trace=F, cond.dist = c("norm"), include.mean=TRUE))
if (class(model)=="try-error") next
try返回表达式的结果(如果成功),或者返回类try error的对象以及错误的详细信息。如果是这种情况,您可以跳到下一个迭代到下一个迭代。您将收到错误的详细信息,但程序将继续运行。如果不希望任何消息被释放,可以使用silent=TRUE参数调用try