I am learning R and had problem when I try run LPPL using nls. I used monthly data of KLSE.
> library(tseries)
> library(zoo)
ts<-read.table(file.choose(),header=TRUE)
ts
rdate Close Date
1 8/1998 302.91 0
2 9/1998 373.52 100
3 10/1998 405.33 200
4 11/1998 501.47 300
5 12/1998 586.13 400
6 1/1999 591.43 500
7 2/1999 542.23 600
8 3/1999 502.82 700
9 4/1999 674.96 800
10 5/1999 743.04 900
11 6/1999 811.10 1000
12 7/1999 768.69 1100
13 8/1999 767.06 1200
14 9/1999 675.45 1300
15 10/1999 742.87 1400
16 11/1999 734.66 1500
17 12/1999 812.33 1600
18 1/2000 922.10 1700
19 2/2000 982.24 1800
20 3/2000 974.38 1900
21 4/2000 898.35 2000
22 5/2000 911.51 2100
23 6/2000 833.37 2200
24 7/2000 798.83 2300
25 8/2000 795.84 2400
26 9/2000 713.51 2500
27 10/2000 752.36 2600
28 11/2000 729.95 2700
29 12/2000 679.64 2800
30 1/2001 727.73 2900
31 2/2001 709.39 3000
32 3/2001 647.48 3100
33 4/2001 584.50 3200
34 5/2001 572.88 3300
35 6/2001 592.99 3400
36 7/2001 659.40 3500
37 8/2001 687.16 3600
38 9/2001 615.34 3700
39 10/2001 600.07 3800
40 11/2001 638.02 3900
41 12/2001 696.09 4000
42 1/2002 718.82 4100
43 2/2002 708.91 4200
44 3/2002 756.10 4300
45 4/2002 793.99 4400
46 5/2002 741.76 4500
47 6/2002 725.44 4600
48 7/2002 721.59 4700
49 8/2002 711.36 4800
50 9/2002 638.01 4900
51 10/2002 659.57 5000
52 11/2002 629.22 5100
53 12/2002 646.32 5200
54 1/2003 664.77 5300
55 2/2003 646.80 5400
56 3/2003 635.72 5500
57 4/2003 630.37 5600
58 5/2003 671.46 5700
59 6/2003 691.96 5800
60 7/2003 720.56 5900
61 8/2003 743.30 6000
62 9/2003 733.45 6100
63 10/2003 817.12 6200
64 11/2003 779.28 6300
65 12/2003 793.94 6400
66 1/2004 818.94 6500
67 2/2004 879.24 6600
68 3/2004 901.85 6700
69 4/2004 838.21 6800
70 5/2004 810.67 6900
71 6/2004 819.86 7000
72 7/2004 833.98 7100
73 8/2004 827.98 7200
74 9/2004 849.96 7300
75 10/2004 861.14 7400
76 11/2004 917.19 7500
77 12/2004 907.43 7600
78 1/2005 916.27 7700
79 2/2005 907.38 7800
80 3/2005 871.35 7900
81 4/2005 878.96 8000
82 5/2005 860.73 8100
83 6/2005 888.32 8200
84 7/2005 937.39 8300
85 8/2005 913.56 8400
86 9/2005 927.54 8500
87 10/2005 910.76 8600
88 11/2005 896.13 8700
89 12/2005 899.79 8800
90 1/2006 914.01 8900
91 2/2006 928.94 9000
92 3/2006 926.63 9100
93 4/2006 949.23 9200
94 5/2006 927.78 9300
95 6/2006 914.69 9400
96 7/2006 935.85 9500
97 8/2006 958.12 9600
98 9/2006 967.55 9700
99 10/2006 988.30 9800
100 11/2006 1080.66 9900
101 12/2006 1096.24 10000
102 1/2007 1189.35 10100
103 2/2007 1196.45 10200
104 3/2007 1246.87 10300
105 4/2007 1322.25 10400
106 5/2007 1346.89 10500
107 6/2007 1354.38 10600
108 7/2007 1373.71 10700
109 8/2007 1273.93 10800
110 9/2007 1336.30 10900
111 10/2007 1413.65 11000
112 11/2007 1396.98 11100
113 12/2007 1445.03 11200
df <- data.frame(ts)
df <- data.frame(Date=df$Date,Y=df$Close)
df <- df[!is.na(df$Y),]
library(minpack.lm)
library(ggplot2)
f <- function(pars, xx){pars$a+pars$b*(pars$tc-xx)^pars$m* (1+pars$c*cos(pars$omega*log(pars$tc-xx)+pars$phi))}
resids <- function(p,observed,xx){df$Y-f(p,xx)}
nls.out<-nls.lm(par=list(a=7.048293, b=-8.8e-5, tc=112000, m=0.5, omega=3.03, phi=-9.76, c=-14), fn=resids, observed=df$Y, xx=df$days, control=nls.lm.control(maxiter=1024, ftol=1e-6, maxfev=1e6))
par <- nls.out$par
nls.final<-nls(Y~a+(tc-days)^m*(b+c*cos(omega*log(tc-days)+phi)), data=df, start=par, algorithm="plinear", control=nls.control(maxiter=1024, minFactor=1e-8))
Error in qr.solve(QR.B, cc) : singular matrix 'a' in solve
I got error a singular matrix.What I need to change to avoid this error?
