> 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

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