[R] dse model setup help

Paul Gilbert pgilbert at bank-banque-canada.ca
Fri Jul 17 15:52:11 CEST 2009


I think the problem here is that you seem to be trying to specify a 
non-innovations form model, for which both Q and R need to be specified, 
but you have only specified Q.

The code guesses whether you are specifying an innovations model or an 
non-innovations model based on whether you specify the Kalman gain K. 
Since you don't specify K, it assumes a non-innovations form and expects 
to find both Q and R. It seems one of my error checks could be improved.

Paul

Bob McCall wrote:
> I tried to specify a model in dse1 but something isn't right. Anybody
> have any tips?
> 
>  model<-SS(F=f,G=g,H=h,Q=q,z0=z,P0=p)
> Error in locateSS(model$R, constants$R, "R", p, p, plist) :
>   The dimension of something in the SS model structure is bad.
> 
> 
>>dim(f)
> 
> [1] 5 5
> 
>>dim(g)
> 
> [1] 5 1
> 
>>dim(h)
> 
> [1] 1 5
> 
>>dim(q)
> 
> [1] 5 5
> 
>>dim(z)
> 
> [1] 5 1
> 
>>dim(p)
> 
> [1] 5 5
> 
> thanks,
> Bob
> 
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