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2004 Apr 04
1
Sporadic error in kalmanSmooth (PR#6738)
On Sat, 03 Apr 2004 21:34:25 -0400, you wrote: >Defining the following: > > set.seed(123) > > kalmanTorture <- function(iter) { > x <- arima.sim(model = list(ar=0.9, ma=0.5),n=150 ) > x[10:20] <- NA > mod <- arima(x, order=c(1,0,1) ) > for (i in 1:iter) { > smooth <- KalmanSmooth(x, mod=mod$model)$smooth > if (any(is.na(smooth))) stop("NA on iterat...