similar to: possible bug in "sspir" package?

Dear R-brains, I'm rather new to state-space models and would benefit from the extra confidence in using the excellent package sspir. In a one-factor model, If I am trying to do a simple regression where I assume the intercept is constant and the 'Beta' is changing, how do I do that? How do i Initialize the filter (i.e. what is appropriate to set m0, and C0 for the example below)?

Dear R Users, I am new to state-space modeling. I am using SSPIR package for Kalman Filter. I have a data set containing one dependent variable and 7 independent variables with 250 data points. I want to use Kalman Filter for forecast the future values of the dependent variable using a multiple regression framework. I have used ssm function to produce the state space (SS)

I am having a problem with the package SSPIR. The code below illustrates it. I keep getting the message: "Error in y - f : non-conformable arrays." I tried to tweak the code below in many different ways, for example, substituting rbind for cbind, and sometimes I get a different error message, but I could not find a variation of this code that would work. Any help will be greatly

Dear R-Help, I'm trying to learn the sspir package for state space modeling. Has anyone coded a cubic spline smoother (continuous time) in state space format in sspir? The syntax for setting up the various matrices would be really helpful. Best Simon -- Simon D.W. Frost, D.Phil. Assistant Adjunct Professor of Pathology University of California, San Diego Mailcode 8208 UCSD Antiviral

Dear R-Users, I'm using SSPIR package for a spatio-temporal application. Is it possible to modify the structure of the involved matrixes (Fmat, Gmat, Vmat,Wmat)? I want to create a model like this #y(t)=k*theta(t)+epsilon(t) #theta(t)=h*theta(t-1)+eta(t) #epsilon(t) N(0,V) V=sigma2*I #eta(t) N(0,W) W=sigma2_eta where the state variable theta has dimension 1(p=1) and at

I'm currently running into a little trouble with the kfilter method, and would love 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),

I have a Solaris 11 build server with build 58 and a zfs scratch filesystem. When trying to upgrade to build 63 using liveupgrade I get the following upon reboot. The machine never comes up. Just keeps giving the error/warning below. Is there something I am doing wrong? WARNING: /ssm at 0,0/pci at 1c,600000/scsi at 1 (mpt0): Received invalid reply frame address 0x480 WARNING: /ssm at

If you mean this paper by Fahrmeir: http://biomet.oxfordjournals.org/cgi/content/abstract/81/2/317 I would recommend BayesX: http://www.stat.uni-muenchen.de/~bayesx/. BayesX interfaces with R and estimates discrete (and continuous) time survival data with penalized regression methods. If you are looking for a bona fide Bayesian survival analysis method and do not wish to spend a lot of time

This patch implements a checker to detect instructions which should be paravirtualized instead of direct writing raw instruction. This patch does rough check so that it doesn't fully cover all cases, but it can detects most cases of paravirtualization breakage of hand written assembly codes. Signed-off-by: Isaku Yamahata <yamahata at valinux.co.jp> Cc: "Luck, Tony"

This patch implements a checker to detect instructions which should be paravirtualized instead of direct writing raw instruction. This patch does rough check so that it doesn't fully cover all cases, but it can detects most cases of paravirtualization breakage of hand written assembly codes. Signed-off-by: Isaku Yamahata <yamahata at valinux.co.jp> Cc: "Luck, Tony"

Hello All, I 've gotten myself into trouble by running out of disk space. On an all-in-one Ovirt system some users have filled up a Windows7 virtual machine and in doing so filled up an nfs mount and in doing so filled up a root partition: B estandssysteem Grootte Gebruikt Besch Geb% Aangekoppeld op /dev/mapper/centos-root 50G 46G 4,8G 91% / devtmpfs 7,9G 0 7,9G 0% /dev tmpfs 7,9G 0

Maybe not a good assumption afterall -- I can no longer boot using kernel 3.10.0-514 or 3.10.0-862. boot.log shows: Dependency failed for /mnt/data Dependency failed for Local File Systems Dependency failed for Mark the need to relabel after reboot. Dependency failed for Migrate local SELinux policy changes from the old store structure to the new structure. Dependency failed for Relabel all

Dear List The UKgas data is stored as an object of class 'ts'. I am trying to use "UKgas" in a formula as argument to a function. However, I do not know how to access the 'time series' information in the response (such as start() end() etc.). Here is a boiled down example. ssm <- function(formula, data = list(),subset=NULL) { cl <- match.call() if

Hi, Xiantao a comments is below. >+// 0x3000 Entry 12 (size 64 bundles) External Interrupt (4) >+ENTRY(kvm_interrupt) >+ mov r31=pr // prepare to save predicates >+ mov r19=12 >+ mov r29=cr.ipsr >+ ;; >+ tbit.z p6,p7=r29,IA64_PSR_VM_BIT >+ tbit.z p0,p15=r29,IA64_PSR_I_BIT >+ ;; >+(p7) br.sptk kvm_dispatch_interrupt >+ ;; >+ mov

Hi, Xiantao a comments is below. >+// 0x3000 Entry 12 (size 64 bundles) External Interrupt (4) >+ENTRY(kvm_interrupt) >+ mov r31=pr // prepare to save predicates >+ mov r19=12 >+ mov r29=cr.ipsr >+ ;; >+ tbit.z p6,p7=r29,IA64_PSR_VM_BIT >+ tbit.z p0,p15=r29,IA64_PSR_I_BIT >+ ;; >+(p7) br.sptk kvm_dispatch_interrupt >+ ;; >+ mov

When I change /etc/fstab from /dev/mapper/lvol001 to /dev/lvm_pool/lvol001, kernel 3.10.0-514 will boot. Kernel 3.10.0-862 hangs and will not boot. On Sat, Jul 14, 2018 at 1:20 PM Mike <1100100 at gmail.com> wrote: > > Maybe not a good assumption afterall -- > > I can no longer boot using kernel 3.10.0-514 or 3.10.0-862. > > boot.log shows: > > Dependency failed for

I did the following test: ############################################### 1. Computer with Centos 7.5 installed on hard drive /dev/sda. Added two hard drives to the computer: /dev/sdb and /dev/sdc. Created a new logical volume in RAID-1 using RedHat System Storage Manager: ssm create --fstype xfs -r 1 /dev/sdb /dev/sdc /mnt/data Everything works. /dev/lvm_pool/lvol001 is mounted to

I am having a problem with optim() using the "L-BFGS-B" method. When I set the lower limit for the third parameter equal to zero I get an error message: > low.lim.3 <- 0 > phi_opt <- optim(phi_, model_lik, NULL, method = "L-BFGS-B", lower=c(0.2, -100, low.lim.3, 0), upper= c(10, 100, 10, 10), control = list(maxit = 1000, parscale = c(0.2, u1, 0.002, 0.002), trace =

Hello everybody, I am writing a review paper about State Space models in R, and I would like to cover as many packages as I reasonably can. So far I am familiar with the following tools to deal with SS models: * StructTS, Kalman* (in stats) * packages dse[1-2] * package sspir * package dlm I would like to have some input from users who work with SS models: are there any other packages for SS

I would like to see R packages arranged by topic. CRAN Task Views are at http://lib.stat.cmu.edu/R/CRAN/src/contrib/Views/ , but I'd like something more detailed. For example, the IMSL Fortran library, version 4 is easy to navigate and has procedures arranged according to following topics: Basic Statistics Regression Correlation Analysis of Variance Categorical and Discrete