Re: [R] Kalman Filtering?

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 16 Jun 2005 - 02:42:12 EST

Hi, Thomas:

          Thanks much. I modified the R code for "KalmanLike" as you suggested, and the problem went away.

          Next question: Should KalmanLike work the way it does without your suggested modification? If not, how do we get your proposal transmitted to the appropriate person so it is appropriately considered for adoption in a future release of R?

	  Best Wishes,
	  Spencer Graves

Thomas Lumley wrote:

> 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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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jun 16 03:02:16 2005

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