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ewma
2011 Apr 20
1
Error in dimnames(x) for Poisson EWMA model
...up and (2) how to get rid of it. Background code is as follows:
cr.pois<- glm(countlaw ~ mip + div + nom + unity + mood + times + hmajparty + smajparty + pres, family = poisson)
summary(cr.pois)
init <- coef(cr.pois)
x<- cbind(mip,div,nom,unity,mood,times,hmajparty,smajparty,pres)
cr.PEWMA<- Pewma(y=countlaw,x=as.matrix(x),init.param=c(0.8,init[2:length(init)]))
Which results in this output:
N = 10, M = 5 machine precision = 2.22045e-16
iterations 34
function evaluations 45
segments explored during Cauchy searches 35
BFGS updates skipped 0
active bounds at final generalized Cau...