I think the problem here is that you seem to be trying to specify a
non-innovations form model, for which both Q and R need to be specified,
but you have only specified Q.
The code guesses whether you are specifying an innovations model or an
non-innovations model based on whether you specify the Kalman gain K.
Since you don't specify K, it assumes a non-innovations form and expects
to find both Q and R. It seems one of my error checks could be improved.
Paul
Bob McCall wrote:
I tried to specify a model in dse1 but something isn't right. Anybody
have any tips?
model<-SS(F=f,G=g,H=h,Q=q,z0=z,P0=p)
Error in locateSS(model$R, constants$R, "R", p, p, plist) :
The dimension of something in the SS model structure is bad.
dim(f)
[1] 5 5
dim(g)
[1] 5 1
dim(h)
[1] 1 5
dim(q)
[1] 5 5
dim(z)
[1] 5 1
dim(p)
[1] 5 5
thanks,
Bob
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