[R] help(arima) return value typo?
Rolf Turner
rolf at math.unb.ca
Mon Aug 2 19:51:21 CEST 2004
Hiroyuki Kawakatsu wrote:
> in ?arima (R-1.9.1), the return value component 'convergence' should
> be 'code'?
By my reading of the code of arima() --- yes, you're right.
> (it's a pity there is no reliable way to check return value documentation
> consistency with the code, or is there?)
Well, looking at the code is ***pretty*** reliable!
BTW: R core might like to note that while I was looking at the code
I noticed the following lines:
.
.
.
trarma <- .Call("ARIMA_transPars", coef, arma, FALSE,
PACKAGE = "stats")
mod <- makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa)
if (ncxreg > 0)
x <- x - xreg %*% coef[narma + (1:ncxreg)]
------> arimaSS(x, mod)
val <- .Call("ARIMA_CSS", x, arma, trarma[[1]], trarma[[2]],
as.integer(ncond), TRUE, PACKAGE = "stats")
sigma2 <- val[[1]]
.
.
.
The line indicated above seems to be hanging there, doing nothing.
Should ``arimaSS(x, mod)'' get assigned to some variable here, or
should that line simply be removed? (If the former, it's a bug;
if the latter, a typo.)
cheers,
Rolf Turner
rolf at math.unb.ca
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