similar to: Sporadic error in kalmanSmooth (PR#6738)

I am trying to use KalmanSmooth to smooth a time series fitted by arima (and with missing values), but the $smooth component of the output baffles me. Look at the following example: testts <- arima.sim(list(ar=0.9),n=100) testts[6:14] <- NA testmod <- arima(testts, c(1,0,0)) testsmooth <- KalmanSmooth(testts, testmod$model) par(mfrow=c(2,1)) plot(testsmooth$smooth,

Hello, In R I am trying to use Kalman filtering to find a solution for an hydrological problem. With Kalman Filtering I want to estimate the discharge comming from three storage bassins. I have programmed a function in R which can run KalmanSmooth. When I'm asking for the function and putting in values, R detects the following error: "Error in as.vector(data) : Argument "S1" is

Hola! I got problems using an objects returned from arima (in KalmanSmooth(my.ts, ModArima$model), because my.ts showed up to have storage mode "integer" (is.integer(my.ts was TRUE). Should storage.mode() of a ts be allowed to be integer, should ts() someplace say storage.mode(ts.out) <- "double", or maybe inside arima() storage.mode(x) <- "double"

Hi My name is Vladimir Samaj. I am a student of Univerzity of Zilina. I am trying to implement Kalman Filter into my school work. I have some problems with understanding of R version of Kalman Filter in package stats( functions KalmanLike, KalmanRun, KalmanSmooth,KalmanForecast). 1) Can you tell me how are you seting the initial values of state vector in Kalman Filter? Are you using some method?

Hi R-Experts, Currently I'm using an univariate time series in which I'm going to apply KalmanLike(),KalmanForecast (),KalmanSmooth(), KalmanRun(). For I use it before makeARIMA () but I don't understand and i don't know to include the seasonal coefficients. Can anyone help me citing a suitable example? Thanks in advance. ------------------------------------------

Full_Name: Christoph Schmutz, MeteoSchweiz, Switzerland Version: R1.7.1, R1.8.1 OS: windows2000, solaris sunOS 5.8 Submission from: (NULL) (141.249.133.6) I'm not sure if I don't get the clue, but please consider this: > strptime("19930870150","%Y%j%H%M") [1] "1993-03-28 01:50:00" > strptime("19930870250","%Y%j%H%M") [1]

Hi it is possible to see the C code for the KalmanLike and Kalmansmooth functions with R? Otherwise, without using R, how can I get the code? Thank arianna

Hello all, I've had trouble converting a data.frame to a matrix (numeric) using either data.matrix() and as.matrix(). After executing one of those I end up with another data.frame with only the first column of the original data.frame. I use a window (tcltk) to let the user choose the columns he wants and then I retrieve them using the following: varstemp <-

Hello, I'm using R1.8.1 on windows 2000 and version 1.8.1 of the tools package. I am attempting to have Sweave write files to a different directory via: testfile <- system.file("Sweave", "Sweave-test-1.Rnw", package = "tools") ## create a LaTeX file Sweave( testfile, output = "C:/temp/Sweave-test-1.tex",

I have a bunch of clean timeseries data obtained from a sensor and I'd like to apply a Kalman Filter to it to smoothe it out. Through a few days of Googling, reading papers, implementing such a filter in various languages, I finally realised that it may be built into R. So I did a "??kalman" at the R prompt and found that it is indeed there. However, the help page is a tad bare,

Hi All, I'm using R1.8.1 on Windows XP. I'm having trouble producing an R library from source code. A colleague has written the source code, in Unix. I've copied the source code across to Windows (with the help files, data files, description and index) and am trying to compile it into a library. I've "sourced" each of the *.r files and they appear to work.

Hi, It turns out that the 'test' vector in ifelse(test, yes, no) is not recycled if it is shorter than the other arguments, e.g. > ifelse(TRUE, seq(10), -seq(10)) [1] 1 Is there any particular reason it is not recycled? If there is one indeed a warning message might be in order when someone calls ifelse with a shorter 'test'. This is R1.8.1 on RH-7.3 Thanks, Vadim

I put a copy of R 1.8.1 for Windows on our FTP site at: ftp://ftp.odot.state.or.us/outgoing/Test/. It should be there for a few days before it gets deleted. Benjamin Stabler Transportation Planning Analysis Unit Oregon Department of Transportation 555 13th Street NE, Suite 2 Salem, OR 97301 Ph: 503-986-4104 -----Original Message----- From: Peter Wilkinson [mailto:pwilkinson at videotron.ca]

Hi! >library(cluster) In this lib a function called silhoutte.default is defined than on the R prompt it type >silhouette.default Error: Object "silhouette.default" not found R1.9.0 The same error are at R1.8.1 And I knew that a function silhoutte.default are present. But the same piece of code works in R1.6.2 ??? Eryk Dipl. bio-chem. Eryk Witold Wolski @

Dear R helpers, I wish to use the "sum" operator for each row of a data frame. However, it appears that the operator acts on the entire data frame, over all columns. What is the best way to obtain row- wise operation? The following code shows my attempts so far, and their problems:- test1=array(rbinom(120,1,0.5),c(20,3)) test1[,3]=NA sum(test1[,1:2]) test1[,3][sum(test1[,1:2])>=2]=1

Hi, I have problems installing RMySQL under R1.8.1 and RHlinux (kernel2.4.7). During compilation I get: ** libs gcc -I/usr/lib/R/include -I/usr/include/mysql -I/usr/local/include -D__NO_MATH_INLINES -mieee-fp -fPIC -O2 -m486 -fno-strength-reduce -g -c RS-DBI.c -o RS-DBI.o gcc -I/usr/lib/R/include -I/usr/include/mysql -I/usr/local/include -D__NO_MATH_INLINES -mieee-fp -fPIC -O2 -m486

Hello, I'd like to catch the warnings in a variable in order to evaluate them, but... > tt<-warnings() Warning messages: 1: XML Parsing Error: test.xml:2: xmlParseStartTag: invalid element name 2: XML Parsing Error: test.xml:3: Extra content at the end of the document > tt NULL is there a way to achieve this (R1.8.1)? thanks, Marc

Hi, I'm a newbie and i am unable to use lillie.test in nortest I have a message: "Couldn't find function "lillie.test" I am under windows2000 with R1.8.1 nortest is listed with .packages(TRUE) How to do to use lillie.test function? Laurent Houdusse Analyste Programmeur

Hi! Trying to reproduce some examples from "Programming with Data" page 341. Can not reproduce it neither on R1.8.1. nor R1.9.0devel? library(methods) setClass("track",representation(x="numeric",y="numeric")) setMethod("[" ,"track" ,function(x,...,drop=T){ track(x at x[...],y at y[...]) }

Hello all! I?ve been using Rcmdr for some time, as a quick way of producing graphics and basic statistics. I run R1.8.1, OS W2000. Two days ago the dataset loader stopped working. Normally, the button <No active dataset> is clickable to give you the opportunity to choose dataset to load in the Rcmdr context. Clicking on the button now produces this: Rcmdr Version 0.9-3 Error in parse(file,