I uploaded today to CRAN an updated version of tsintermittent. Yesterday I found a bug in the optimisation of the Croston’s, SBA and TSB methods and this update fixes that. Here is the changelog for this update:
Version 1.3 (04 August 2014) * Corrected major optimisation bug - issue with opt.on in all crost, tsb and sexsm functions. * Corrected bug in imapa function when maximumAL was very high. * Corrected bugs in the legend of imapa function plots. * Added option to optimise only initial values without parameters in crost, tsb and sexsm functions. * Added init.opt option for imapa in the same way as it is for crost and tsb functions. This does not affect SES optimisation. * Added option to use pre-fitted imapa models.
If you had experienced some strange behaviour with optimising the various methods, especially SBA, this update fixes this. I strongly suggest you update the intermittent demand package to version 1.3 as soon as possible!