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danigiro avatar danigiro commented on July 28, 2024

Hi, sorry for the late response. This problem seems to be due to how OSQP translates the dtCMatrix-class internally. The problem does not seem to occur when we use type = ā€œSā€. I have updated the current version here on GitHub (0.2.6.9000) and now it works. However, a new version of FoReco (1.0) will be released soon.

htsrec(allf, comb = "ols", C = smatrix(y)[1:3,], keep = "recf", nn = TRUE)
#> $recf
#>       serie1    serie2   serie3       serie4    serie5    serie6   serie7
#> h1  5.326032 0.3417779 4.984254 0.000000e+00 0.3417779 1.0425411 3.941713
#> h2  5.508210 0.3239697 5.184240 0.000000e+00 0.3239697 1.0319735 4.152267
#> h3  5.690476 0.3063081 5.384168 8.422724e-26 0.3063081 1.0213765 4.362791
#> h4  5.872680 0.2885437 5.584136 0.000000e+00 0.2885437 1.0108002 4.573336
#> h5  6.054928 0.2708514 5.784076 1.750346e-23 0.2708514 1.0002093 4.783867
#> h6  6.237145 0.2531085 5.984036 0.000000e+00 0.2531085 0.9896286 4.994408
#> h7  6.419383 0.2354011 6.183982 2.455300e-23 0.2354011 0.9790409 5.204941
#> h8  6.601607 0.2176689 6.383938 0.000000e+00 0.2176689 0.9684580 5.415480
#> h9  6.783841 0.1999540 6.583887 3.736331e-24 0.1999540 0.9578717 5.626015
#> h10 6.966067 0.1822270 6.783840 0.000000e+00 0.1822270 0.9472879 5.836553
#> h11 7.148299 0.1645085 6.983791 0.000000e+00 0.1645085 0.9367023 6.047088
#> h12 7.330527 0.1467840 7.183743 0.000000e+00 0.1467840 0.9261179 6.257625

#> $info
#>      obj_val   run_time iter      pri_res status status_polish
#> 1  -35.03351 6.3541e-05   25 1.317723e-24      1             1
#> 2  -37.86646 5.1332e-05   25 2.668806e-25      1             1
#> 3  -40.81779 4.7416e-05   25 8.881784e-16      1             1
#> 4  -43.88729 3.9958e-05   25 2.668805e-25      1             1
#> 5  -47.07510 3.8832e-05   25 8.881784e-16      1             1
#> 6  -50.38113 3.8249e-05   25 8.006418e-25      1             1
#> 7  -53.80544 3.8375e-05   25 8.881784e-16      1             1
#> 8  -57.34798 3.7999e-05   25 2.562053e-23      1             1
#> 9  -61.00879 3.8624e-05   25 8.881784e-16      1             1
#> 10 -64.78785 3.7291e-05   25 0.000000e+00      1             1
#> 11 -68.68516 3.6582e-05   25 3.736326e-24      1             1
#> 12 -72.70073 3.6249e-05   25 8.881784e-16      1             1

from foreco.

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