similar to: Hyperparameters in ARIMA models with dlm package

I'm searching a method to estimate the hyper-parameters in arima models. I'm reading about r-inla package, but in the examples section only talk about the AR part of the arima, but i need help about the MA part too. I'm beginner in Bayesian methods, I'm reading the documentation about dlm package and kalman filters, but the computacional cost of inla i think is better, but only

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

I familarized myelf with kalmanlike and structts which are approaches for building and estimating ( and forecasting ) state space models ( or the equivalent arima models ). back in 2003, gavin simpson wrote an email describing the west and harrison apprach to estimate state space models and asked if anything was out there for using that approach. the goals of this approach are the same as kalman

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> ---

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.

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 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

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

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

Hi, I am trying to figure how to use dlm with constant terms (possibly time-dependent) added to both equations y_t = c_t + F_t\theta_t + v_t \theta_t = d_t + G_t\theta_{t-1} + w_t, in the way that S-PLUS Finmetrics does? Is there any straightforward way to transform the above to the default setup? Thanks, Tsvetan -------------------------------------------------------- NOTICE: If received in

This question pertains to setting up a model in the package "dlm" (dynamic linear models, http://cran.r-project.org/web/packages/dlm/index.html I have read both the vignette and?"An R Package for Dynamic Linear Models" (http://www.jstatsoft.org/v36/i12/paper), both of which are very helpful. There is also some discussion at

Hi list, I have some problems testing ocfs2. My test consist in: #server1: dd if=/dev/random of=/ocfs2_1/test & #server1: dd if=/dev/random of=/ocfs2_2/test & #server1: dd if=/dev/random of=/ocfs2_3/test & ... #server1: dd if=/dev/random of=/ocfs2_12/test & #server1:<Ctrl><Alt><SysRQ>B After that, another node begin recovery. After some time (+- 3min),

Is there a way to add covariates to the system equation in a time-varying approach: Y[t] = F'[t]theta[t] + v[t], v[t] ~ N[0,V] #observation equation theta[t] = theta[t-1] + psi*Z[t] + w[t], w[t] ~ N[0,W] #system equation While F[t] is a matrix of regressors to capture the short term effect on the response series Y, Z[t] measures the long-term effect of either (1) two policies by a step

Dear r-users! I have another question regarding the dlm package and I would be very happy if someone could give me a hint! I am using the dlm package to get estimates for an endogenous rate of capacity utilization over time. The general form of a state space model is (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) The

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 <-

Hi, I was searching for DLM for my Centos 8. But it seems there are no packages available. I already enabled the HA repo. But no success. Now I changed to centos stream, but still no package available. How is centos going to ensure correct locking in a shared storage environment? Any help appreciated. Mit freundlichen Gr??en, -- [*] sys4 AG https://sys4.de, +49 (89) 30 90 46 64

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

Hello, Our static analysis tool finds some possible data races in the OCFS2 file system in Linux 6.4.0-rc6. In most calling contexts, the variables such as res->lockname.name and res->owner are accessed with holding the lock res->spinlock. Here is an example: lockres_seq_start() --> Line 539 in dlmdebug.c spin_lock(&res->spinlock); --> Line 574 in dlmdebug.c (Lock

Hi! Seems we're facing some memory leak here. This is vanilla 2.6.19-rc6 on a x86_64 box, 4GB RAM. A simple `ls -Rn' on a filesystem with lots of files makes the box leak so much RAM that the OOM killer starts to kick in. With slab alloc debugging turned on, we see this: # mount; ls -Rn; wait some seconds; Ctrl-C [root@lnxp-1038:/backend1]$ cat /proc/slab_allocators | egrep