[R] StructTS hang?

[Richard.Kiefer at rwe.com]

Exponential, you say?

Maybe I am just not patient enough.
After being unresponsive for several minutes, which in the larger examples that I work with has probably appeared like a hang, the code I just mentioned has given a result (a convergence error, but still).
So, I must say I can no longer reproduce the hang.

I remember to be able to reproduce a significant change in behaviour upon the frequency passing some threshold. Maybe by chance, this threshold parting "hang" from normal operation agreed with a number someone claimed ts-objects could not handle properly.
But I can't reproduce this now. I'm sorry...



-----Ursprüngliche Nachricht-----
Von: Uwe Ligges [mailto:ligges at statistik.tu-dortmund.de]
Gesendet: Dienstag, 26. Januar 2010 11:15
An: Kiefer, Richard
Cc: r-help at r-project.org
Betreff: Re: AW: [R] StructTS hang?



On 26.01.2010 10:55, Richard.Kiefer at rwe.com wrote:
> 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.


Apologies, thought that code was from a contributed package rather than
from the base distribution of R.
In this case, and given the code, we should try to debug a little bit.

My first impression is that it will take some time given experiments
with smaller numbers it looks roughly exponential in runtime. I'll be
off for a meeting now and will look at results in 1-2 hours (when I
expect them to appear on my machine).

Uwe Ligges




> 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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