Webkalman.stan. /*. Multivariate Dynamic linear model. estimated with. - Covariance filter (no square root, or sequential processing) - time invariant parameters. - no missing observations. http://www.endmemo.com/rfile/fitssm.php
Plotting ts objects
Web8 nov. 2024 · I am using "KFAS: Exponential Family State Space Models in R" and I just found out I didn't get the same answer when replicating your example. I replicate the example on page 5. And before I get the same estimation for parameters, that MLE are 9.5 and 4.3. Now I get 2.3 and 1.4. Then I just notice exp(2.3) = 9.5 and exp(1.4) = 4.3. Web# KFASによるローカルレベルモデルの推定 -----# Step1：モデルの構造を決める: build_kfas <-SSModel(H = NA, nile_train ~ SSMtrend(degree = 1, Q = NA)) # Step2：パ … introducing 2 male cats
ERROR: System matrices (excluding Z) contain NA or infinite values ...
WebAfer perusing the documentation for KFAS, it seems to me that KFS() will return what you want in components V_eta and V_eps of the object you name out. (This is the case because you are dealing with a univariate time series, so the only diagonal term of V_eps is the variance you want.). You should expect about the same values from your code and any … WebKFAS/fitSSM.R at master · helske/KFAS · GitHub helske / KFAS Public master KFAS/R/fitSSM.R Go to file Cannot retrieve contributors at this time 260 lines (253 sloc) … WebYour model contains 3 variances parameters set to NA, but in your fitSSM call you are only supplying two initial values. There is actually another related problem here: As said in the documentation of fitSSM : "Note that the default updatefn function cannot be used with trigonometric seasonal components as its covariance structure is of form σI, i.e. not all … introducing 2 male dogs