Dear List members, I would like to use the Kalman-filter program for forecasting - namely for postprocessing numerical model results of 2m temperature. I have looked through the help of the Kalman-filtering programs, mainly the KalmanForecast and I have read about the newer packages like KFAS as well. I always uderstand and use new R programs that first I try out the example(s), it makes me a base for my new program. My problem is that there is no any example (with data that I can run immediately), and I do not understand, or cannot imagine how - e.g. the "mod" - have to be as the input of the program. Could you send me a simple example of KalmanForecast (with input data) that I can run and can see how it works exactly? Cheers, Gabriella [[alternative HTML version deleted]]
Gabriella,
There is no function "KalmanForecast" in package stats, so I am not
quite sure about what you are talking about. That said, it may help a review
paper that I wrote a couple of years ago about the different packages available
in R for state space modeling (Petris & Petrone, State space models in R,
Journal of Statistical Software 41, 2011). Another good review paper is Tusell,
Kalman filtering in R, JSS 39, 2011.
Hope this helps you to get started.
Best,
Giovanni
________________________________________
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] on
behalf of Csima Gabriella [csima.g at met.hu]
Sent: Friday, June 28, 2013 6:27 AM
To: r-help at r-project.org
Subject: [R] KalmanForecast (stats)
Dear List members,
I would like to use the Kalman-filter program for forecasting - namely for
postprocessing numerical model results of 2m temperature. I have looked through
the help of the Kalman-filtering programs, mainly the KalmanForecast and I have
read about the newer packages like KFAS as well.
I always uderstand and use new R programs that first I try out the example(s),
it makes me a base for my new program. My problem is that there is no any
example (with data that I can run immediately), and I do not understand, or
cannot imagine how - e.g. the "mod" - have to be as the input of the
program.
Could you send me a simple example of KalmanForecast (with input data) that I
can run and can see how it works exactly?
Cheers,
Gabriella
[[alternative HTML version deleted]]
______________________________________________
R-help at 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.
Oops...
Correction: The function KalmanForecast does exist in package stats.
The references that I gave in my other reply are still valid, though. It is my
impression that Kalman filtering facilities in stats are not meant to be used
directly by the end user of R, but their main purpose is to serve as workhorses
for other model fitting and forecasting functions (e.g., StructTS).
Best,
Giovanni
________________________________________
From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] on
behalf of Csima Gabriella [csima.g at met.hu]
Sent: Friday, June 28, 2013 6:27 AM
To: r-help at r-project.org
Subject: [R] KalmanForecast (stats)
Dear List members,
I would like to use the Kalman-filter program for forecasting - namely for
postprocessing numerical model results of 2m temperature. I have looked through
the help of the Kalman-filtering programs, mainly the KalmanForecast and I have
read about the newer packages like KFAS as well.
I always uderstand and use new R programs that first I try out the example(s),
it makes me a base for my new program. My problem is that there is no any
example (with data that I can run immediately), and I do not understand, or
cannot imagine how - e.g. the "mod" - have to be as the input of the
program.
Could you send me a simple example of KalmanForecast (with input data) that I
can run and can see how it works exactly?
Cheers,
Gabriella
[[alternative HTML version deleted]]
______________________________________________
R-help at 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.