> On Jul 30, 2017, at 5:10 AM, Spencer Graves > <spencer.gra...@effectivedefense.org> wrote: > > > > On 2017-07-29 11:26 PM, Staff wrote: >> I found an example at >> http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html > > That example is signed by "Ian Kaplan". There's a box at the bottom of > the page for you to email him. > >> shown >> below. But it seems the structSSM function has been removed from KFAS >> library > > or it never was part of KFAS. I don't know.
It was part of KFAS. Searching with Google finds both the code as well as postings to Rhelp and Freelancer.com with requests (some for pay) to write replacements. > >> so it won't run. Does anyone know how to fix the code so that it >> runs? > > Have you tried the vignette with KFAS? Indeed. The section on structural time series implies that the functionality of the structSSM function has been replaced with three functions: SSMtrend, SSMcycle, and SSMseasonal. If you (meaning Staff, not Spencer) are not up to the task of making the transition to the new version of KFAS, then perhaps you should hire a consultant who can provide both code and sufficient documentation that you will be able to understand what is "under the hood". Best; David. > > > Hope this helps. > Spencer Graves >> >> library(KFAS) >> library(tseries) snipped >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ David Winsemius Alameda, CA, USA 'Any technology distinguishable from magic is insufficiently advanced.' -Gehm's Corollary to Clarke's Third Law ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
