Re: [R] problem with dse package (was KALMAN FILTER HELP)

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Tue 03 Jan 2006 - 19:09:07 EST

This has come up before: it needs a bug fix which Paul Gilbert has already implemented (but not yet released).

Please use an informative subject line, and don't SHOUT at us. (All caps is regarded as shouting, and BTW the package bundle is dse not DSE.)

On Tue, 3 Jan 2006, Sumanta Basak wrote:

> Currently I'm using DSE package for Kalman Filtering. I have a dataset
> of one dependent variable and seven other independent variables. I'm
> confused at one point. How to declare the input-output series using
> TSdata command. Because the given example at page 37 showing some error.
>
> rain <- matrix(rnorm(86*17), 86,17)
> radar <- matrix(rnorm(86*5), 86,5)
> mydata <- TSdata(input=radar, output=rain)
>
> input data:
>
> Error: evaluation nested too deeply: infinite recursion /
> options(expressions=)?
>
> Can anyone explain it to me what's going wrong in this? In my data set,
> I have "Change in Exchange Rate" as my dependent variable and seven
> other economic variables as independent variables. I'm trying to
> forecast "Change in Exchange Rate" using available dataset of 244
> points. How can declare the input and output dataset in this framework?
> I hope I'm right to explain in this way what ultimately I'm going to do.
> After having a TSdata object, I want to use toSS to convert the TS model
> into state space model, and then use l.SS. Am I right in my thinking?
> Please advice, and many thanks in advance.

> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Tue Jan 03 19:13:29 2006

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