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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...