search for: kalmanlike2

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2010 Sep 10
0
How to call to R_KalmanLike from outside StructTS
...problems. I have two versions of the function plus the original one. The first version is the same code as the 'StructTS' function: StructTS.v1 <- function (x, type = c("level", "trend", "BSM"), init = NULL, ??? fixed = NULL, optim.control = NULL) { ??? KalmanLike2 <- function(y, mod, nit = 0) { ??????? x <- .Call(R_KalmanLike, y, mod$Z, mod$a, mod$P, mod$T, ??????????? mod$V, mod$h, mod$Pn, as.integer(nit), FALSE, fast = TRUE) ??????? 0.5 * sum(x)/length(y) ??? } #... #... above and remaining code is the same as the original code in StructTS #... } R...
2003 Jan 28
2
Error from StructTS
Hi, I used function StructTS some time ago to fit a structural model to a time series. Now with R 1.6.2-1 I repeated the analysis with the same series and I get the following error: Error in KalmanLike2(y, Z, -1) : invalid argument type I tried with other series and I get the same error; I checked the examples in the documentation and they work fine. I suspect I am missing something here... Any hints are welcome Thank you in advance, Susana Barbosa