search for: kfas

Hello: What's the preferred way to link to package documentation from a vignette using markdown? My current draft includes "[cumsum](https://stat.ethz.ch/R-manual/R-devel/library/base/html/cumsum.html)" to link to the help page for cusum{base} and "[KFAS](https://rweb.crmda.ku.edu/cran/web/packages/KFAS/KFAS.pdf)" to link to the pdf documentation for the KFAS package. This works, but it feels like an ugly hack, and I wonder if there might be some more elegant way of doing this (documented in a fine manual I have yet to find)? Than...

I found an example at http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html shown below. But it seems the structSSM function has been removed from KFAS library so it won't run. Does anyone know how to fix the code so that it runs? library(KFAS) library(tseries) library(timeSeries) library(zoo) library(quantmod) getDailyPrices = function( tickerSym, startDate, endDate ) { prices = get.hist.quote( instrument = tickerSym, start = startDate...

...> http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html > > That example is signed by "Ian Kaplan". There's a box at the bottom of the page for you to email him. > >> shown >> below. But it seems the structSSM function has been removed from KFAS >> library > > or it never was part of KFAS. I don't know. It was part of KFAS. Searching with Google finds both the code as well as postings to Rhelp and Freelancer.com with requests (some for pay) to write replacements. > >> so it won't run. Does anyone kn...

...ink to package documentation from a >> vignette using markdown? >> >> >> My current draft includes >> "[cumsum](https://stat.ethz.ch/R-manual/R-devel/library/base/html/cumsum.html)" >> to link to the help page for cusum{base} and >> "[KFAS](https://rweb.crmda.ku.edu/cran/web/packages/KFAS/KFAS.pdf)" to >> link to the pdf documentation for the KFAS package. This works, but it >> feels like an ugly hack, and I wonder if there might be some more >> elegant way of doing this (documented in a fine manual I have yet...

...und an example at > http://www.bearcave.com/finance/random_r_hacks/kalman_smooth.html That example is signed by "Ian Kaplan". There's a box at the bottom of the page for you to email him. > shown > below. But it seems the structSSM function has been removed from KFAS > library or it never was part of KFAS. I don't know. > so it won't run. Does anyone know how to fix the code so that it > runs? Have you tried the vignette with KFAS? Hope this helps. Spencer Graves > > library(KFAS) > library(tseries...

> structSSM Is no longer part of KFAS. All you needed to do was: library(KFAS) ?KFAS and you would have seen that if you went to the index. A structural state space model is now built up from its components, much like in LM. Look at; ?SSModel -Roy > On Jul 29, 2017, at 9:26 PM, Staff <rbertematti at gmail.com> wrote:...

...the preferred way to link to package documentation from a > vignette using markdown? > > > My current draft includes > "[cumsum](https://stat.ethz.ch/R-manual/R-devel/library/base/html/cumsum.html)" > to link to the help page for cusum{base} and > "[KFAS](https://rweb.crmda.ku.edu/cran/web/packages/KFAS/KFAS.pdf)" to > link to the pdf documentation for the KFAS package. This works, but it > feels like an ugly hack, and I wonder if there might be some more > elegant way of doing this (documented in a fine manual I have yet to find)...

Dear all, I am pleased to announce the CRAN release of a new package called 'KFAS' - Kalman filter and smoother. The package KFAS contains functions of multivariate Kalman filter, smoother, simulation smoother and forecasting. It uses univariate approach algorithm (aka sequential processing), which is faster than normal method, and it also allows mean square prediction erro...

Dear all, I am pleased to announce the CRAN release of a new package called 'KFAS' - Kalman filter and smoother. The package KFAS contains functions of multivariate Kalman filter, smoother, simulation smoother and forecasting. It uses univariate approach algorithm (aka sequential processing), which is faster than normal method, and it also allows mean square prediction erro...

...o the completed bivariate poisson model. I know that some other references for dynamic soccer team rating apply below two methods, while I am not familiar with these method:- 1. Brownian Motions ifs (CRAN package) sde (CRAN package) dvfBm (CRAN package) 2. Kalman Filters FKF (CRAN package) KFAS (CRAN package) Hereby I attach some references. I upload the model in R programming file "model.RData" in my skydrive as well. I will appreciate if prof would sharing your precious advice or suggestion. Thank you. Best Regards, Ryusuke A Soccer Scores Modelling Enthursiast...

...e of the log-likelihood, as the added constant to the relevant part of the log-likelihood is misspecified. Here is an simple example: > data(Nile) > fit <- StructTS(Nile, type = "level") > fit$loglik [1] -367.5194 When computing the log-likelihood with other packages such as KFAS and FKF, the loglikelihood value is around -645. For the local level model, the likelihood is defined by -0.5*n*log(2*pi) - 0.5*sum(log(F_t) + v_t^2/sqrt(F_t)) (see for example Durbin and Koopman (2001, page 30). But in StructTS, the likelihood is computed like this: loglik <- -length(y) * re...

CRAN (and crantastic) updates this week New packages ------------ Updated packages ---------------- New reviews ----------- This email provided as a service for the R community by http://crantastic.org. Like it? Hate it? Please let us know: cranatic at gmail.com.

CRAN (and crantastic) updates this week New packages ------------ * Bergm (1.0) Alberto Caimo http://crantastic.org/packages/Bergm Functions implementing Bayesian estimation for exponential random graph models via exchange algorithm Updated packages ---------------- lmtest (0.9-26), logcondens (1.3.5), MTSKNN (0.0-4), pmml (1.2.21), r2lUniv (0.9.4), rattle (2.5.11), rgdal (0.6-23),

Dear All, I am trying to fit a structural time series model using the StructTS function (package stats) with only 2 seasons (summer and winter). More than 2 seasons work fine but with 2 seasons I get this error: > fit <- StructTS(y.ts, type="BSM") Error in T[cbind(ind + 1L, ind)] <- 1 : subscript out of bounds I have looked at Prof. Ripley's 2002 RNews article but cannot

Hello, I would like use Kalman filter for estimating parameters of a stochastic model. I have developed the state space model but I don’t know the correct way use Kalman filter for parameter estimation. Has anybody experience in work with Kalman filter in R. I don’t know the correct function. Maybe it is - KalmanLike; but what is the correct Input? - tsmooth? -

Hello everybody, I am writing a review paper about State Space models in R, and I would like to cover as many packages as I reasonably can. So far I am familiar with the following tools to deal with SS models: * StructTS, Kalman* (in stats) * packages dse[1-2] * package sspir * package dlm I would like to have some input from users who work with SS models: are there any other packages for SS

CRAN (and crantastic) updates this week New packages ------------ * bdoc (1.0) Michael Anderson http://crantastic.org/packages/bdoc This package contains a function that will classify DNA barcodes as well as a few test and reference data sets. * bdsmatrix (1.0) Terry Therneau http://crantastic.org/packages/bdsmatrix This is a special case of sparse matrices, used by coxme and