possible convergence problem: 'optim' gave code = 1 and message 'NEW_X'

[SteffenMoritz]

Sometimes this warning appears:

possible convergence problem: 'optim' gave code = 1 and message 'NEW_X'

see also this Github Actions run: https://github.com/SteffenMoritz/imputeTS/runs/4668224729?check_suite_focus=true

Only appears with very specific input data. Very likely related to this issue with na_kalman (#60). Root cause is no convergence in optim function used by an underlying package. Hard to fix this in a reasonable way.

Furthermore, as can be seen here (https://stat.ethz.ch/pipermail/r-help/2013-June/354614.html) only appears with particular compilations of both 'R' and 'Rblas.dll'.

As it is only a warning and still leads to resulting imputations you might want to ignore this message.
(but you should check more closely than usually that the resulting imputations are reasonable)

Best workaround (in case the results are poor) is probably to just use another imputation function.

As the warning comes from a function call inside an underlying package (base R / stats package) there won't be update in the imputeTS package (since this would also only a workaround).