Displaying 4 results from an estimated 4 matches for "r_getq0".
Did you mean:
getq0
2009 Feb 19
1
Arima bug?
...lt;- function(mod, phi, theta) {
p <- length(phi)
q <- length(theta)
mod$phi <- phi
mod$theta <- theta
r <- max(p, q + 1)
if (p > 0)
mod$T[1:p, 1] <- phi
if (r > 1)
mod$Pn[1:r, 1:r] <- .Call(R_getQ0, phi, theta)
else if (p > 0)
mod$Pn[1, 1] <- 1/(1 - phi^2)
else mod$Pn[1, 1] <- 1
mod$a[] <- 0
mod
}
In particular the statement:
else if (p > 0)
mod$Pn[1, 1] <- 1/(1 - phi^2)
If p (the length of the phi vec...
2010 May 25
0
getQ0 gives different results
...hope ).
> init
[1] 18.368400 0.415422 0.415422
> arma
[1] 1 1 0 1 1 1 0
> transform.pars
[1] 1
> trarma = .Call(stats:::R_ARIMA_
transPars, init, arma, transform.pars)
> trarma
[[1]]
[1] 1
[[2]]
[1] 0.8308440 0.1725754
I am passing the trarma output to getQ0.
> .Call(stats:::R_getQ0,trarma[[1]],trarma[[2]])
[,1] [,2] [,3]
[1,] 9.038025e+15 1.1468027 0.17257545
[2,] 1.146803e+00 0.7200841 0.14338328
[3,] 1.725754e-01 0.1433833 0.02978228
since trarma[[1]] value is 1, i passed c(1). But it gives different results.
> .Call(stats:::R_getQ0,c(1),trarma...
2008 Jun 12
2
arima() bug
I guess this is more r-devel than r-help.
Note, I am just the messenger - I have no idea what the user is trying to model here.
arima() crashes R (segfault) with Linux R-2.7.0, Solaris R-2.6.0:
*** caught segfault ***
address 42400000, cause 'memory not mapped'
Traceback:
1: .Call(R_getQ0, phi, theta)
2: makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
3: arima(x, c(1, 0, 1), c(1, 0, 1))
Under rw-2.7.0 or R version 2.8.0 Under development (unstable) (2008-06-10 r45893)
it gets:
Error: cannot allocate vector of size 1010.9 Mb
In addition: Warning messages:
1: In makeARIMA(trarma[...
2009 Mar 06
0
modifying a built in function from the stats package (fixing arima) (CONCLUSIONS)
...<- function(mod, phi, theta) {
p <- length(phi)
q <- length(theta)
mod$phi <- phi
mod$theta <- theta
r <- max(p, q + 1)
if (p > 0)
mod$T[1:p, 1] <- phi
if (r > 1)
mod$Pn[1:r, 1:r] <- .Call(R_getQ0, phi, theta)
else if (p > 0)
mod$Pn[1, 1] <- 1/(1 - phi^2)
else mod$Pn[1, 1] <- 1
mod$a[] <- 0
mod
}
arimaSS <- function(y, mod) {
.Call(R_ARIMA_Like, y, mod$phi, mod$theta, mod$Delta,
mod$a, mod$P, mod$Pn, as.in...