Displaying 2 results from an estimated 2 matches for "c_tsconv".
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2015 May 21
3
Fix for bug in arima function
...t to
> R-devel only. This would still not mean that this is going to
> be in R 3.2.1 ... though it would be nice if others confirmed or
> helped with more references.
Hmm: Delta comes from the following computation at the start of arima()
"%+%" <- function(a, b) .Call(C_TSconv, a, b)
....
Delta <- 1.
for(i in seq_len(order[2L])) Delta <- Delta %+% c(1., -1.)
for(i in seq_len(seasonal$order[2L]))
Delta <- Delta %+% c(1, rep.int(0, seasonal$period-1), -1)
Delta <- - Delta[-1L]
nd <- order[2L] + seasonal$order[2L]
n.used <-...
2015 May 21
2
Fix for bug in arima function
On 21 May 2015, at 10:35 , Martin Maechler <maechler at lynne.stat.math.ethz.ch> wrote:
>>
>> I noticed that the 3.2.1 release cycle is about to start. Is there any
>> chance that this fix will make it into the next version of R?
>>
>> This bug is fairly serious: getting the wrong variance estimate leads to
>> the wrong log-likelihood and the wrong