Displaying 3 results from an estimated 3 matches for "getq0".
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get0
2010 May 25
0
getQ0 gives different results
getQ0 function is used in arima. I am trying to recode arima function in
perl ( I have to use this function in grid. We have restrictions to install
R package in large set of machines ) The getQ0 acts differently for same
kind of input ( I hope ).
> init
[1] 18.368400 0.415422 0.415422
> arma
[...
2011 Jul 20
0
The C function getQ0 returns a non-positive covariance matrix and causes errors in arima()
Hi,
the function makeARIMA(), designed to construct some state space
representation of an ARIMA model, uses a C function called getQ0,
which can be found at the end of arima.c in R source files (library
stats). getQ0 takes two arguments, phi and theta, and returns the
covariance matrix of the state prediction error at time zero. The
reference for getQ0 (cited by help(arima)) is:
Gardner, G, Harvey, A. C. and Phillips, G....
2008 Jun 12
2
arima() bug
I guess this is more r-devel than r-help.
Note, I am just the messenger - I have no idea what the user is trying to model here.
arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0:
*** caught segfault ***
address 42400000, cause 'memory not mapped'
Traceback:
1: .Call(R_getQ0, phi, theta)
2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
3: arima(x, c(1, 0, 1), c(1, 0, 1))
Under rw-2.7.0 or R version 2.8.0 Under development (unstable) (2008-06-10 r45893)
it gets:
Error: cannot allocate vector of size 1010.9 Mb
In addition: Warning messages:
1: In makeARIMA(trarma[...