search for: ssmodel

Displaying 8 results from an estimated 8 matches for "ssmodel".

2017 Jul 30
4
Kalman filter for a time series
...end = endDate, quote="AdjClose", provider="yahoo", compression="d", quiet=T) prices.ts = ts(prices) return( prices.ts ) } kalmanFilter = function( x ) { t = x if (class(t) != "ts") { t = ts(t) } ssModel = structSSM( y = t, distribution="Gaussian") ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) kfs = KFS( ssFit$model, smoothing="state", nsim=length(t)) vals = kfs$a lastVal = vals[ length(vals)] return(lastVal) } Start = "2011-01-01&qu...
2017 Jul 30
0
Kalman filter for a time series
> 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: > > 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'...
2009 Sep 04
1
How should a SelfStart function handle illegal parameter values?
Hi Everyone, I'm trying to write selfStart non-linear models for use with nls. In these models some combinations of parameter values are illegal; the function value is undefined. That's OK when calling the function directly [e.g. SSmodel(x, pars...)]; I return an appropriate non-value such as NA or Inf. However, when called from nls [e.g. nls(y~SSmodel(x, pars...), ...)] those non-values lead to errors such as (but not limited to): Error in numericDeriv(form[[3L]], names(ind), env) : Missing value or an infinity produc...
2009 Sep 21
1
How to use nls when [selfStart] function returns NA or Inf??
...ime, so I'm venturing to repost with some additional information. I'm trying to write selfStart non-linear models for use with nls. In these models some combinations of parameter values are illegal; the function value is undefined. That's OK when calling the function directly [e.g. SSmodel(x, pars...)]; it is appropriate to return an appropriate non-value such as NA or Inf. However, when called from nls [e.g. nls(y~SSmodel(x, pars...), ...)] those non-values lead to errors such as (but not limited to): Error in numericDeriv(form[[3L]], names(ind), env) : Missing value or...
2017 Jul 30
1
Kalman filter for a time series
> On Jul 30, 2017, at 5:10 AM, Spencer Graves <spencer.graves at effectivedefense.org> wrote: > > > > On 2017-07-29 11:26 PM, Staff wrote: >> I found 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
2017 Jul 30
0
Kalman filter for a time series
...der="yahoo", > compression="d", quiet=T) > > prices.ts = ts(prices) > return( prices.ts ) > } > > kalmanFilter = function( x ) > { > t = x > if (class(t) != "ts") { > t = ts(t) > } > ssModel = structSSM( y = t, distribution="Gaussian") > ssFit = fitSSM(inits=c(0.5*log(var(t)), 0.5*log(var(t))), model = ssModel ) > kfs = KFS( ssFit$model, smoothing="state", nsim=length(t)) > vals = kfs$a > lastVal = vals[ length(vals)] > return(lastVal)...
2001 Jan 23
0
1.2.1 segfault
...Program received signal SIGWINCH, Window size changed. 0xef5b7400 in poll () (gdb) Continuing. z <- ARMA(A=array(c(1,.5,.3),c(3,1,1)), B=array(1,c(1,1,1)), C=NULL, description="simplified guide example") VARmodel <-l(z,simulate(z, rng=test.rng)) SSmodel <- l(to.SS(VARmodel), VARmodel$data) + + > > > > > > Program received signal SIGWINCH, Window size changed. 0xef5b7400 in poll () (gdb) Continuing. > gctorture() > Program received signal SIGWINCH, Window size changed. 0xef5b7400 in poll () (gdb) Continuing. > ts...
2011 May 17
0
Help fit 5 nonlinear models. - Plant growth curves
...------------------------------------------------------------------ Finally, my next step is to automatized the process, with loops, for running each variable with each model in each treatment, which are 4, but i am beginner in R program. Can anyone give a idea about it?. Also, i just tried to use SSmodels, like SSlogis, SSgompertz and SSRichards, but i have models as monomolecular and gauss function that aren't defined in this algoritms. Thanks for your help or suggestions. -- Alejandro Coca UN -------------- next part -------------- DDT TRAT REP ALTURAM NHT NHE NHS PSEUDO DIAM AF PSB PSV PS...