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sspir_kfs
2010 Aug 24
0
Using kfilter in package sspir - dimensions do not agree
...e some clarification if you are able to offer it. When
trying to run kfilter, I've been running into errors that seem to
result from having mismatched dimensions. Specifically, the dimension
of my observations is 2, while the dimension of the state space is 4.
In the filterstep function (file sspir_kfs.R), this causes an error at
line 111: e <- y - f. Vector y has dimension 4, while vector f has
dimension 2. Here's some sample code:
######################################################################
require(sspir)
# getting the hang of the kalman filter
x.coords <- c(5,6,5,6,8,9...