The question is what to do when it does. What do I suggest? Step one: Check and recheck your code for mistakes. Step two: Take some time away from the project. During that time, think about alternative specifications, why the data are not cooperating, etc. Maybe you were just thinking about the problem incorrectly. Maybe you were not looking at the correct sample, etc. Step three: When all else fails, move on to a different project.
Notice that spending months and months (or years?!?) torturing the data is never the way to go.
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