[R] Kalman filter for a time series
dwinsemius at comcast.net
Sun Jul 30 17:11:56 CEST 2017
> On Jul 30, 2017, at 5:10 AM, Spencer Graves <spencer.graves at effectivedefense.org> wrote:
> On 2017-07-29 11:26 PM, Staff wrote:
>> I found an example at
> That example is signed by "Ian Kaplan". There's a box at the bottom of the page for you to email him.
>> below. But it seems the structSSM function has been removed from KFAS
> or it never was part of KFAS. I don't know.
It was part of KFAS. Searching with Google finds both the code as well as postings to Rhelp and Freelancer.com with requests (some for pay) to write replacements.
>> so it won't run. Does anyone know how to fix the code so that it
> Have you tried the vignette with KFAS?
Indeed. The section on structural time series implies that the functionality of the structSSM function has been replaced with three functions: SSMtrend, SSMcycle, and SSMseasonal.
If you (meaning Staff, not Spencer) are not up to the task of making the transition to the new version of KFAS, then perhaps you should hire a consultant who can provide both code and sufficient documentation that you will be able to understand what is "under the hood".
> Hope this helps.
> Spencer Graves
>> [[alternative HTML version deleted]]
Alameda, CA, USA
'Any technology distinguishable from magic is insufficiently advanced.' -Gehm's Corollary to Clarke's Third Law
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