Added var check

jeswheel · Oct 26, 2023 · bb49d37 · bb49d37
1 parent 312e490
commit bb49d37
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Showing 3 changed files with 11 additions and 2 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -1,6 +1,6 @@
 Package: arima2
 Title: Likelihood Based Inference for ARIMA Modeling
-Version: 3.0.3.9000
+Version: 3.0.4.9000
 Authors@R: 
     c(
     person("Jesse", 

diff --git a/NEWS.md b/NEWS.md
@@ -1,5 +1,9 @@
 # arima2 (development version)
 
+# arima2 3.0.4
+
+* Added a check to ensure a random restart is considered an improvement only if it returns a model that has a proper variance matrix for estimated coefficients. 
+
 # arima2 3.0.3
 
 * Added `aicc` option to `aicTable`, and removed superfluous arguments. 

diff --git a/R/arima.R b/R/arima.R
@@ -542,7 +542,12 @@ arima <- function(x, order = c(0L, 0L, 0L),
           )  # End trycatch
         )
 
-        if (restart_result$error == 0 && restart_result$i_value + (eps_tol * 2) < best_value) {
+        # Make sure the best fit also has a proper covariant matrix for coefficients.
+        suppressWarnings(
+          inv_test <- !is.null(restart_result$i_var) && !any(is.nan(sqrt(diag(restart_result$i_var))))
+        )
+
+        if (restart_result$error == 0 && restart_result$i_value + (eps_tol * 2) < best_value && inv_test) {
           best_coef <- restart_result$i_coef
           best_res <- restart_result$i_res
           best_var <- restart_result$i_var