[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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