Re: [R] Kalman Filtering?

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Thu 16 Jun 2005 - 02:21:21 EST

On Wed, 15 Jun 2005, Spencer Graves wrote:

> 1. The function "KalmanLike" seems to change its inputs AND
> PREVIOUSLY MADE copies of the inputs.

The strange thing is that it changes its inputs. It would be expected that this also changed previously made copies. The copies will just be references to the same actual object in memory (which is why changing the inputs is undesirable).

Looking at the C code, it does change the a, P, and Pnew components of the model. I'm a little reluctant to mess with this code, but an R-level work-around should be to replace mod$P with mod$P+0 and so on in the call to .Call, as this will force copying.

         -thomas



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