similar to: dlm package and Log Likelihoods

I uploaded a new version of package dlm to CRAN. dlm provides functions for maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Gaussian linear state space models, also known as Dynamic Linear Models. The most important visible changes from the previous version are the following. 1) Missing values are now allowed in the observations. 2) Extractor and replacement

I uploaded a new version of package dlm to CRAN. dlm provides functions for maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Gaussian linear state space models, also known as Dynamic Linear Models. The most important visible changes from the previous version are the following. 1) Missing values are now allowed in the observations. 2) Extractor and replacement

Hi, i'm beginner in Bayesian methods, I'm reading the documentation about dlm package and kalman filters, I'm looking for a example of transformation of ARIMA in a state space equivalent to use the dlm package and calcualte the hyperparameters. Someone can help me about it?. If it's possible with a arima(1,0,1) example, or more complex model. While I have more examples best for me.

o2dlm join and leave messages are more than informational as they are required is debugging locking issues. This patch changes them from KERN_INFO to KERN_NOTICE. Signed-off-by: Sunil Mushran <sunil.mushran at oracle.com> --- fs/ocfs2/dlm/dlmdomain.c | 6 +++--- 1 files changed, 3 insertions(+), 3 deletions(-) diff --git a/fs/ocfs2/dlm/dlmdomain.c b/fs/ocfs2/dlm/dlmdomain.c index

We should check dlm->dlm_state under dlm->spinlock though maybe in this case it doesn't hurt. Signed-off-by: Wengang Wang <wen.gang.wang at oracle.com> --- fs/ocfs2/dlm/dlmdomain.c | 13 ++++++------- 1 files changed, 6 insertions(+), 7 deletions(-) diff --git a/fs/ocfs2/dlm/dlmdomain.c b/fs/ocfs2/dlm/dlmdomain.c index 6b5a492..ab82add 100644 --- a/fs/ocfs2/dlm/dlmdomain.c +++

Wether the dlm_lock needs to access lvb or not depends on dlm_lock_resource it belongs to. So a new parameter "struct dlm_lock_resource *res" is added to dlm_new_lock() so that we can know if we need to allocate lvb for the dlm_lock. And we have to make the lockres availale for calling dlm_new_lock(). Signed-off-by: Wengang Wang <wen.gang.wang at oracle.com> ---

Dear R-help! I have encountered strange behaviour (that is, far-off filtering, smoothing and forecast distributions under certain conditions) in the `dlm` package by Giovanni Petris. Here is an example: I use the annual hotel bookings time series data, which I model using a second order polinomial DLM. First I perform the analysis with the data in logarithmic form and everything seems to be

This patch makes the following needlessly global functions static: - stringify_lockname() - dlm_debug_put() Signed-off-by: Adrian Bunk <bunk at kernel.org> --- fs/ocfs2/dlm/dlmdebug.c | 8 +++++--- 1 file changed, 5 insertions(+), 3 deletions(-) fec83555cf8467e5c932fa52177b8f567eb84d94 diff --git a/fs/ocfs2/dlm/dlmdebug.c b/fs/ocfs2/dlm/dlmdebug.c index 5f6d858..1b81dcb 100644 ---

Hello, I have an active, balanced webcluster with 2 SLES10SP2 nodes, both running ocfs2 with an iscsi target. The ocfs2 volume is mounted on both nodes. Everything works fine, except sometime the load on both systems go as high as 200, then both systems freeze, only reboot helps to regain control. I noticed that this behaviour does not occur when the cluster is NOT balanced. When the load on both

There are two problems in dlm_run_purgelist 1. If a lockres is found to be in use, dlm_run_purgelist keeps trying to purge the same lockres instead of trying the next lockres. 2. When a lockres is found unused, dlm_run_purgelist releases lockres spinlock before setting DLM_LOCK_RES_DROPPING_REF and calls dlm_purge_lockres. spinlock is reacquired but in this window lockres can get reused. This

On Mon, Nov 22, 2004 at 09:37:19PM -0600, svn-commits@oss.oracle.com wrote: > Author: mfasheh > Date: 2004-11-22 21:37:18 -0600 (Mon, 22 Nov 2004) > New Revision: 1663 > > Modified: > branches/dlm-glue/src/journal.c > branches/dlm-glue/src/namei.c > branches/dlm-glue/src/ocfs.h > branches/dlm-glue/src/super.c > Log: > * ocfs_malloc was hardly used so

Hello, I apologize for such a basic question, but I have been trying to do this in multiple packages without much success. I am trying to set up a state space model for Kalman filtering. I am using package dlm. The DLM is specified by: observation: y(t) = F(t)*theta(t) + v(t) state: theta(t) = G(t)*theta(t-1) + w(t) I have no problem setting up a simple example where F is constant. I am

Hello all, I am working with the dlm package, specifcially doing a dlm multivariate Y linear regression using dlmModReg and dlmFilter and dlmSmooth... I have altereted the inputs into dlmModReg to make them time-varying using JFF, JW etc. How do I track the results of the time varying system matrices? For example what I am really interested in is JW - my system variance matrix for each time

Hi, with lockdep enabled, I get the warning below. I've verified it and it seems to be really correct - we acquire dlm->ast_lock and lockres->spinlock in different orders in dlm_queue_bast() and dlm_lockres_release_asm(). I'm not sure whether this can really lead to a deadlock and / or how to fix this... Honza ======================================================= [

Hi folks, After reading some google search result and wikipedia, finally I want to ask this question: Where can I find some formal document for DLM ? The only document I can find is HP's How the Distributed Lock Manager (DLM) Works. Is there any other document which people use as a spec to implement DLM ? If yes, could you please to give me the URL. Thanks in advance for any help :-) --

Hi all R gurus out there, Im a kind of newbie to kalman-filters after some research I have found that the dlm package is the easiest to start with. So be patient if some of my questions are too basic. I would like to set up a beta estimation between an asset and a market index using a kalman-filter. Much littarture says it gives superior estimates compared to OLS estimates. So I would like to

Hi All, I have a problem trying to forecast using the dlm package, can anyone offer any advise? I setup my problem as follows, (following the manual as much as possible) data for example to run code CostUSD <- c(27.24031,32.97051, 38.72474, 22.78394, 28.58938, 49.85973, 42.93949, 35.92468) library(dlm) buildFun <- function(x) { dlmModPoly(1, dV = exp(x[1]), dW = exp(x[2])) } fit <-

Mainline commit d4f7e650e55af6b235871126f747da88600e8040 attempts to delay the dlm_thread from sending the drop ref message if the lockres is being migrated. The problem is that we make the dlm_thread wait for the migration to complete. This causes a deadlock as dlm_thread also participates in the lockres migration process. A better fix for the original oss bugzilla#1012 is in testing.

Hello, I hope this mailing list is correct. I've a cluster pacemaker with a clone resource ocfs2 with ocfs2-tools-1.4.1-25.6.x86_64 ocfs2-tools-o2cb-1.4.1-25.6.x86_64 on Opensuse 11.2 After some network problem on my switch I receive on one of 4 nodes of my cluster the following messages Aug 18 13:12:28 nodo1 openais[8462]: [TOTEM] The token was lost in the OPERATIONAL state. Aug 18 13:12:28

Dear R-users, I am trying to estimate a state space model of the form (1) b_t = G * b_t-1 + w_t w_t ~ N(0,W) (2) y_t= A' * x_t + H' * b_t + v_t v_t ~ N(0,V) (Hamilton 1984: 372) In particular my estimation in state space form looks like (3) a3_t = 1 * a3_t-1 + w_t w_t ~ N(0,W) (4) g_t = (a1, a2) * (1, P_t)' + u_t * a3_t + v_t v_t ~ N(0,V) where g_t is the