sessionInfo() #R version 3.5.2 (2018-12-20) #Platform: x86_64-w64-mingw32/x64 (64-bit) #Running under: Windows >= 8 x64 (build 9200)
Hello Ashim. I am not familiar with the MARSS pkg, however, I am always interested in following many of these R-Help questions and often run them for my own edification. I ran your script and it appears to have run successfully, however, when I (naively) use the suggested "# Use MARSSparamCIs to compute CIs and bias estimates." below as you did I get a different error. # I GET THIS ERROR #Error in MARSSparamsCIs(fit) : could not find function "MARSSparamsCIs" After further googling I find that I was (as suspected) incorrect in using " MARSSparamsCIs" as a function on fit or maybe not, take a look at this URL https://rdrr.io/cran/MARSS/man/MARSSparamCIs.html I'm not sure how to proceed but this is interesting to follow, thank you. WHP x1 <- rnorm(1000) View(x1)#----------------------Just curious plot(x1)#----------------------Just curious b <- cumsum(rnorm(1000, sd = sqrt(.6))) plot(b)#----------------------Just curious y <- 1 + b*x1 + rnorm(1000) plot(y)#----------------------Just curious Z = array(NA,c(1,2,1000)) Z[1,1,] = rep(1,1000) Z[1,2,] = x1 mod2.list = list ( B = matrix(c(1,0,0,1),nrow = 2 , byrow = T), U = matrix(0,2,1), Q = matrix(list(0,0,0,"s2b"),2,2), Z= Z, A = matrix(0), R = matrix("r")) View(mod2.list) #print(mod2.list) str(mod2.list)#---------------------------------KNOW THY DATA #List of 6 # $ B: num [1:2, 1:2] 1 0 0 1 # $ U: num [1:2, 1] 0 0 # $ Q:List of 4 # ..$ : num 0 # ..$ : num 0 # ..$ : num 0 # ..$ : chr "s2b" # ..- attr(*, "dim")= int [1:2] 2 2 # $ Z: num [1, 1:2, 1:1000] 1 1.2 1 1.04 1 ... # $ A: num [1, 1] 0 # $ R: chr [1, 1] "r" fit = MARSS(as.vector(y), model = mod2.list,inits = list(x0=matrix(0,nrow=2,ncol=1))) #Success! abstol and log-log tests passed at 27 iterations. # Alert: conv.test.slope.tol is 0.5. # Test with smaller values (<0.1) to ensure convergence. # # MARSS fit is # Estimation method: kem # Convergence test: conv.test.slope.tol = 0.5, abstol = 0.001 # Estimation converged in 27 iterations. # Log-likelihood: -1758.409 # AIC: 3524.818 AICc: 3524.858 # # Estimate # R.r 1.026 # Q.s2b 0.606 # x0.X1 0.999 # x0.X2 -1.025 # Initial states (x0) defined at t=0 # # Standard errors have not been calculated. # Use MARSSparamCIs to compute CIs and bias estimates. MARSSparamsCIs(fit) #I GET THIS ERROR #Error in MARSSparamsCIs(fit) : could not find function "MARSSparamsCIs" #NOT THIS ERROR # The above will give this error : #Error in MARSSharveyobsFI(MLEobj) : replacement has length zero WHP From: R-help <r-help-boun...@r-project.org> On Behalf Of Ashim Kapoor Sent: Wednesday, January 23, 2019 1:38 AM To: r-help@r-project.org Subject: [R] Unable to compute Confidence Intervals from output from MARSS package Dear All, I am trying to use this package ---> https://cran.r-project.org/web/packages/MARSS/index.html I am reading this book which shows some examples based on the above package ---> https://nwfsc-timeseries.github.io/atsa-labs/ In a few words, the incantation MARSS(...) estimates the parameters and MARSSparamCIs should return the confidence intervals. My problem is that MARSSparamCIs returns this error :- > MARSSparamCIs(fit) Error in MARSSharveyobsFI(MLEobj) : replacement has length zero > ### This page and the next page, explains the jargon used : https://nwfsc-timeseries.github.io/atsa-labs/sec-dlm-example-of-a-univariate-dlm.html ### Here is a MWE to recreate the error :- # This is a Time Varying Parameters regression # Here a is fixed and b is doing a RW. x1 <- rnorm(1000) b <- cumsum(rnorm(1000, sd = sqrt(.6))) y <- 1 + b*x1 + rnorm(1000) Z = array(NA,c(1,2,1000)) Z[1,1,] = rep(1,1000) Z[1,2,] = x1 mod2.list = list ( B = matrix(c(1,0,0,1),nrow = 2 , byrow = T), U = matrix(0,2,1), Q = matrix(list(0,0,0,"s2b"),2,2), Z= Z, A = matrix(0), R = matrix("r")) fit = MARSS(as.vector(y), model = mod2.list,inits = list(x0=matrix(0,nrow=2,ncol=1))) MARSSparamsCIs(fit) # The above will give this error : Error in MARSSharveyobsFI(MLEobj) : replacement has length zero Best Regards, Ashim [[alternative HTML version deleted]] ______________________________________________ mailto: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. Confidentiality Notice This message is sent from Zelis. ...{{dropped:13}} ______________________________________________ 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.
