Displaying 1 result from an estimated 1 matches for "kalmantorture".
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 iterati...