[R] SSPIR problem
Fernando Saldanha
fsaldan1 at gmail.com
Sat Apr 29 11:16:23 CEST 2006
I am having a problem with the package SSPIR. The code below
illustrates it. I keep getting the message: "Error in y - f :
non-conformable arrays."
I tried to tweak the code below in many different ways, for example,
substituting rbind for cbind, and sometimes I get a different error
message, but I could not find a variation of this code that would
work.
Any help will be greatly appreciated. I am running R version 2.3, on
Windows XP Professional.
> library(sspir)
>
> # Create observation vector
> y_ <- cbind(rep(1, 20), rep(2, 20))
>
> mat <- rbind(c(1, 2), c(3, 4))
>
> #####################################################################
> # Create model
> model <- SS(y = matrix(y_),
+ Fmat = function(tt, x, phi) {
+ FM <- mat
+ cat("Fmat", dim(FM), "\n")
+ FM
+ },
+ Gmat = function(tt, x, phi) {
+ GM <- mat
+ cat("Gmat", dim(GM), "\n")
+ GM
+ },
+ Vmat = function(tt, x, phi) {
+ VM <- mat
+ cat("Vmat", dim(VM), "\n")
+ VM
+ }, # var observation equation
+ Wmat = function(tt, x, phi) {
+ WM <- mat
+ cat("Wmat", dim(WM), "\n")
+ WM
+ },
+ m0 = matrix(c(1, 2), nrow = 1),
+ C0 = mat)
Gmat 2 2
Gmat 2 2
>
> model.f <- kfilter(model)
Gmat 2 2
Wmat 2 2
Fmat 2 2
Vmat 2 2
Error in y - f : non-conformable arrays
>
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