[R] KalmanForecast (stats)

[Giovanni Petris]

If you read the 'Warning' section of the help page for KalmanLike, it explicitely says that

begin quote

     These functions are designed to be called from other functions
     which check the validity of the arguments passed, so very little
     checking is done.

end quote

So, (1) these functions are not intended to be used directly and, (2) writing other functions to call them after checking the validity of the arguments is _probably_ not something the typical/average R end user would be comfortable with. Of course, (2) just reflects my perception of the larger R users community.

Best,
Giovanni
 
________________________________________
From: Bert Gunter [gunter.berton at gene.com]
Sent: Monday, July 01, 2013 10:25 PM
To: Giovanni Petris
Cc: Csima Gabriella; r-help at r-project.org
Subject: Re: [R] KalmanForecast (stats)

Below...

On Mon, Jul 1, 2013 at 7:24 PM, Giovanni Petris <gpetris at uark.edu> wrote:
>
> Oops...
>
> Correction: The function KalmanForecast does exist in package stats.
>
> The references that I gave in my other reply are still valid, though. It is my impression that Kalman filtering facilities in stats are not meant to be used directly by the end user of R,

... and on what, pray tell, do you base **that**  strange pronouncement??

-- Bert




but their main purpose is to serve as workhorses for other model
fitting and forecasting functions (e.g., StructTS).
>
> Best,
> Giovanni
>
> ________________________________________
> From: r-help-bounces at r-project.org [r-help-bounces at r-project.org] on behalf of Csima Gabriella [csima.g at met.hu]
> Sent: Friday, June 28, 2013 6:27 AM
> To: r-help at r-project.org
> Subject: [R] KalmanForecast (stats)
>
> Dear List members,
>
> I would like to use the Kalman-filter program for forecasting - namely for postprocessing numerical model results of 2m temperature. I have looked through the help of the Kalman-filtering programs, mainly the KalmanForecast and I have read about the newer packages like KFAS as well.
>
> I always uderstand and use new R programs that first I try out the example(s), it makes me a base for my new program. My problem is that there is no any example (with data that I can run immediately), and I do not understand, or cannot imagine how - e.g. the "mod" - have to be as the input of the program.
>
> Could you send me a simple example of KalmanForecast (with input data) that I can run and can see how it works exactly?
>
> Cheers,
> Gabriella
>
>
>
>         [[alternative HTML version deleted]]
>
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--

Bert Gunter
Genentech Nonclinical Biostatistics

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