[R] KALMAN FILTER HELP

[Paul Gilbert]

Is this happening with the example as you show it, or are you trying to 
print mydata?

There is a bug in the print method for TSdata objects, which I have 
fixed and was intending to put on CRAN in a few days. This bug does give 
the infinite recursion error, but would only happen when you print the 
data by typing

mydata
or
print(mydata)

I don't think the assignment you show would produce this problem, but 
please send me more details if it does. The problem, which will be fixed 
in the next release, is only with the print method. Other things are 
working and you should be able to do model estimation, conversion, and 
plot the data, just not print it.

Paul Gilbert

Sumanta Basak wrote:

> Hi All,
>
> 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.
>
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