[R] StructTS hang?

[Uwe Ligges]

On 26.01.2010 11:52, Richard.Kiefer at rwe.com wrote:
> 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...


Right, your example takes roughly 30 minutes on my machine.

Uwe


>
>
> -----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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