[R] dse model setup help
I tried to specify a model in dse1 but something isn't right. Anybody have any tips? model<-SS(F=f,G=g,H=h,Q=q,z0=z,P0=p) Error in locateSS(model$R, constants$R, "R", p, p, plist) : The dimension of something in the SS model structure is bad. > dim(f) [1] 5 5 > dim(g) [1] 5 1 > dim(h) [1] 1 5 > dim(q) [1] 5 5 > dim(z) [1] 5 1 > dim(p) [1] 5 5 thanks, Bob __ R-help@r-project.org mailing list 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.
Re: [R] dse model setup help
I thought that I wanted the non-innovations form but wanted R and w(t) to be zero. I thought leaving out R would give that. What I'm trying to do is estimate a transfer function noise model. I noticed that you suggested to another person to use ARMA() and one can estimate the forecast function of a tfn as an ARMAX but there are some problems doing that. There's a paper on the internet that I'm trying to duplicate. If you had the time, it will show you exactly what I'm trying to do. You will probably be able to tell at a glance if SS() will work for this setup. Here's the link: http://www.mssanz.org.au/MODSIM01/Vol%201/Vermeulen.pdf The only things this paper doesn't include in the model is a constant and multiple inputs, but that should be easy to change. Bob Paul Gilbert wrote: > > I think the problem here is that you seem to be trying to specify a > non-innovations form model, for which both Q and R need to be specified, > but you have only specified Q. > > The code guesses whether you are specifying an innovations model or an > non-innovations model based on whether you specify the Kalman gain K. > Since you don't specify K, it assumes a non-innovations form and expects > to find both Q and R. It seems one of my error checks could be improved. > > Paul > > > > > > This email may contain privileged and/or confidential information, and the > Bank of > Canada does not waive any related rights. Any distribution, use, or > copying of this > email or the information it contains by other than the intended recipient > is > unauthorized. If you received this email in error please delete it > immediately from > your system and notify the sender promptly by email that you have done so. > > > > Le présent courriel peut contenir de l'information privilégiée ou > confidentielle. > La Banque du Canada ne renonce pas aux droits qui s'y rapportent. Toute > diffusion, > utilisation ou copie de ce courriel ou des renseignements qu'il contient > par une > personne autre que le ou les destinataires désignés est interdite. Si vous > recevez > ce courriel par erreur, veuillez le supprimer immédiatement et envoyer > sans délai à > l'expéditeur un message électronique pour l'aviser que vous avez éliminé > de votre > ordinateur toute copie du courriel reçu. > __ > R-help@r-project.org mailing list > 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. > > -- View this message in context: http://www.nabble.com/dse-model-setup-help-tp24464128p24538817.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
Re: [R] dse model setup help
I reworked this using the innovations form and it seems to work. But none of the parameters were changed after estimation. summary lists: $counts function gradient 1 1 It guess it calculates the function but doesn't optimize the parameters. I just used: tfn.est <- estMaxLik(mydata,model) maybe I need to adjust defaults? Bob -- View this message in context: http://www.nabble.com/dse-model-setup-help-tp24464128p24540221.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
[R] online documentation only?
Greetings: I recently installed R 2.11.1 for windows. It seems that there is only online help now. Is there any way to get the local docs? I don't have always-on high-speed internet. thanks, Bob -- View this message in context: http://r.789695.n4.nabble.com/online-documentation-only-tp2400647p2400647.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
Re: [R] online documentation only?
Thanks for the replies. I tried help.start() and ?foo but my browser opened and was blank. It just said can't open site as I was offline. Must be my system. I'll try again. Maybe I can get it sorted out. Maybe the install was bad. Thanks again, Bob -- View this message in context: http://r.789695.n4.nabble.com/online-documentation-only-tp2400647p2400682.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
[R] solved Re: online documentation only?
The problem was I needed to "connect" even though I was offline and couldn't get online. In this case, "connect" apparently means to start the loopback device. After doing this, the docs work! Must be a quirk of win 7. Thanks for all the replies. Bob -- View this message in context: http://r.789695.n4.nabble.com/online-documentation-only-tp2400647p2401840.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
[R] installing r-base on suse 10.3
Greetings: I'm trying to install R-base on Suse 10.3 but Yast complains of failed dependancies. It needs blas and readline. I installed readline and gsl thinking that gsl would solve the blas prob, but no luck. The readline problem remains as well. Any ideas?? Thanks, Bob - [[alternative HTML version deleted]] __ R-help@r-project.org mailing list 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.
Re: [R] installing r-base on suse 10.3
Found it! http://download.opensuse.org/distribution/10.3/repo/oss/suse/i586/ Consider adding this link to a readme file in the download directory. Bob bob mccall <[EMAIL PROTECTED]> wrote: Greetings: I'm trying to install R-base on Suse 10.3 but Yast complains of failed dependancies. It needs blas and readline. I installed readline and gsl thinking that gsl would solve the blas prob, but no luck. The readline problem remains as well. Any ideas?? Thanks, Bob - [[alternative HTML version deleted]] __ R-help@r-project.org mailing list 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. - [[alternative HTML version deleted]] __ R-help@r-project.org mailing list 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.
Re: [R] Whitening Time Series
Look in the package "forecast" for the function "Arima". It will do what you want. It's different than arima function in the stats package. Bob Pele wrote: > > Hi R users, > > I am doing cross correlation analysis on 2 time series (call them > y-series and x-series) where I need the use the model developed on the > x-series to prewhiten the yseries.. Can someone point me to a > function/filter in R that would allow me to do that? > > Thanks in advance for any help! > -- View this message in context: http://www.nabble.com/Whitening-Time-Series-tp22041765p22048934.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list 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.
