[R] StructTS hang?

[Richard.Kiefer at rwe.com]

No problem!

Working:
z<-ts(sin(1:1000), start=1, freq=10)
x<-StructTS(z, type='BSM')
Hang:
z<-ts(sin(1:1000), start=1, freq=100)
x<-StructTS(z, type='BSM')
(Both on WinXP, R 2.9.2)

I don't, however, know who the package maintainer is, nor can I track down where exactly the hang is caused.

Maybe somebody else can help me with that.

Cheers,
Richard Kiefer


-----Ursprüngliche Nachricht-----
Von: Uwe Ligges [mailto:ligges at statistik.tu-dortmund.de]
Gesendet: Dienstag, 26. Januar 2010 10:32
An: Kiefer, Richard
Cc: r-help at r-project.org
Betreff: Re: [R] StructTS hang?



On 25.01.2010 11:03, Richard.Kiefer at rwe.com wrote:
> Hi!
>
> You have probably sorted out your problem a different way.
> However I have tried dealing with the same problem for a while and writing down the reason for this here may be of use to someone.
>
> In some other help-mail I read that time series objects behave unexpectedly in some situations if the frequency is too high. As a result of this, a call of StructTS (with seasonality) hangs if and only if the frequency is larger than 24 (if I remember the number right). This is what I found with my own time series using several frequencies.
>
> So, this may not be helpful using StructTS on a time series, but it may save somebody some time.


Even better: report a reproducible example to the package maintainer who
is certainly happy to fix bugs in the package.

Best wishes,
Uwe Ligges


> Regards,
> Richard
>
>
>
>
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Vorsitzender des Aufsichtsrates: Dr. Rolf Martin Schmitz
Vorstand: Dr. Johannes Lambertz (Vorsitzender), 
Prof. Dr. Gerd Jaeger, Antonius Voss, 
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Sitz der Gesellschaft: Essen und Koeln
Eingetragen beim Amtsgericht Essen
Handelsregister-Nr. HRB 17420
Eingetragen beim Amtsgericht Koeln
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