r - 如果循环中出错，则创建 “n”的向量并继续

Question

我在R中有一个循环，用于测试ARIMA与特定条件的每种可能组合并测试滞后。但是，在循环过程中会出现错误

Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE,  : 
  non-finite finite-difference value [1]

当发生此错误时，我希望它创建一个 vector “n”，并将其与其他模型一起放入矩阵。我尝试了 tryCatch，但是由于某种原因，这阻止了其余迭代的发生。

这是我的代码:

N<- c(155782.7, 159463.7, 172741.1, 204547.2, 126049.3, 139881.9, 140747.3, 251963.0, 182444.3, 207780.8, 189251.2, 318053.7, 230569.2, 247826.8, 237019.6, 383909.5, 265145.5, 264816.4, 239607.0, 436403.1, 276767.7, 286337.9, 270022.7, 444672.9, 263717.2, 343143.9, 271701.7)
aslog<-"n"
library(gtools)
library(forecast)
a<-permutations(n=3,r=6,v=c(0:2),repeats.allowed=TRUE)
a<-a[ifelse((a[,1]+a[,4]>2|a[,2]+a[,5]>2|a[,3]+a[,6]>2),FALSE,TRUE),]
namWA<-matrix(0,ncol=1,nrow=length(a[,1]))
namWS<-matrix(0,ncol=1,nrow=length(a[,1]))
Arimafit<-matrix(0,ncol=length(N),nrow=length(a[,1]),byrow=TRUE)
tota<-matrix(0,ncol=1,nrow=length(a[,1]))
totb<-matrix(0,ncol=1,nrow=length(a[,1]))
for(i in 1:length(a[,1])){
  namWA[i]<-paste("orderWA",i,sep=".")
  assign(namWA[i],a[i,c(1:3)])
  namWS[i]<-paste("orderWS",i,sep=".")
  assign(namWS[i],a[i,c(4:6)])
  ArimaW1 <- Arima(N, order= a[i,c(1:3)], seasonal=list(order=a[i,c(4:6)]),method="ML")
  if(aslog=="y"){Arimafit[i,]<-c(exp(fitted(ArimaW1)))}else{Arimafit[i,]<-c(fitted(ArimaW1))}
  nnn<-c(N)
  arimab<-c(Arimafit[i,])
  fullres<-nnn-arimab
  v<-acf(fullres,plot=FALSE)
  w<-pacf(fullres,plot=FALSE)
  if(v$acf[2]>0.4|v$acf[2]<(-0.4)|v$acf[3]>0.4|v$acf[3]<(-0.4)|v$acf[4]>0.4|v$acf[4]<(-0.4)|v$acf[5]>0.4|v$acf[5]<(-0.4)|v$acf[6]>0.4|v$acf[6]<(-0.4)|v$acf[7]>0.4|v$acf[7]<(-0.4)|w$acf[1]>0.4|w$acf[1]<(-0.4)|w$acf[2]>0.4|w$acf[2]<(-0.4)|w$acf[3]>0.4|w$acf[3]<(-0.4)|w$acf[4]>0.4|w$acf[4]<(-0.4)|w$acf[5]>0.4|w$acf[5]<(-0.4)|w$acf[6]>0.4|w$acf[6]<(-0.4))
    tota[i]<-"n" else{
      tota[i]<-sum(abs(v$acf[2:7]))
      totb[i]<-sum(abs(w$acf[1:6]))}
}

我试着做

ArimaW1<-tryCatch(Arima(N, order= a[i,c(1:3)], seasonal=list(order=a[i,c(4:6)]),method="ML"),error=function(e) NULL)

这给了另一个错误

Error in Arimafit[i, ] <- c(fitted(ArimaW1)) : 
  number of items to replace is not a multiple of replacement length

然后我尝试了:

ArimaW1<-tryCatch(Arima(N, order= a[i,c(1:3)], seasonal=list(order=a[i,c(4:6)]),method="ML"),error=function(e) matrix("n",ncol=length(Arimafit[1,])))

但这给出了一个错误:

Error: $ operator is invalid for atomic vectors

并给出了一个矩阵，该矩阵具有直到迭代68为止所有拟合的ARIMA值，然后将所有内容都表示为 0.0
有没有一种方法可以使循环继续进行迭代，将 vector 填充到矩阵 Arimafit中，就像有效的迭代一样，以便我可以继续执行代码？

Answer 1

我只是找到了做自己想做的方法。这可能会对其他人有所帮助，所以我不会删除它，请张贴解决方案:)

library(gtools)
a<-permutations(n=3,r=6,v=c(0:2),repeats.allowed=TRUE)
a<-a[ifelse((a[,1]+a[,4]>2|a[,2]+a[,5]>2|a[,3]+a[,6]>2),FALSE,TRUE),]
namWA<-matrix(0,ncol=1,nrow=length(a[,1]))
namWS<-matrix(0,ncol=1,nrow=length(a[,1]))
Arimafit<-matrix(0,ncol=length(N),nrow=length(a[,1]),byrow=TRUE)
tota<-matrix(0,ncol=1,nrow=length(a[,1]))
totb<-matrix(0,ncol=1,nrow=length(a[,1]))
arimaerror<-matrix(0,ncol=length(N),nrow=1)
for(i in 1:length(a[,1])){
  namWA[i]<-paste("orderWA",i,sep=".")
  assign(namWA[i],a[i,c(1:3)])
  namWS[i]<-paste("orderWS",i,sep=".")
  assign(namWS[i],a[i,c(4:6)])
  ArimaW1 <- try(Arima(N, order= a[i,c(1:3)], seasonal=list(order=a[i,c(4:6)]),method="ML"))
  if(is(ArimaW1,"try-error"))
    ArimaW1<-arimaerror else
      ArimaW1<-ArimaW1
  arimafitted<-try(fitted(ArimaW1))
  if(is(arimafitted,"try-error"))
    fitarima<-arimaerror else
      fitarima<-arimafitted
  if(aslog=="y"){Arimafit[i,]<-c(exp(fitarima))}else{Arimafit[i,]<-c(fitarima)}
  nnn<-c(N)
  arimab<-c(Arimafit[i,])
  fullres<-nnn-arimab
  v<-acf(fullres,plot=FALSE)
  w<-pacf(fullres,plot=FALSE)
  if(v$acf[2]>0.4|v$acf[2]<(-0.4)|v$acf[3]>0.4|v$acf[3]<(-0.4)|v$acf[4]>0.4|v$acf[4]<(-0.4)|v$acf[5]>0.4|v$acf[5]<(-0.4)|v$acf[6]>0.4|v$acf[6]<(-0.4)|v$acf[7]>0.4|v$acf[7]<(-0.4)|w$acf[1]>0.4|w$acf[1]<(-0.4)|w$acf[2]>0.4|w$acf[2]<(-0.4)|w$acf[3]>0.4|w$acf[3]<(-0.4)|w$acf[4]>0.4|w$acf[4]<(-0.4)|w$acf[5]>0.4|w$acf[5]<(-0.4)|w$acf[6]>0.4|w$acf[6]<(-0.4))
    tota[i]<-"n" else{
      tota[i]<-sum(abs(v$acf[2:7]))
      totb[i]<-sum(abs(w$acf[1:6]))}
}