On 26.01.2010 10:55, richard.kie...@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:lig...@statistik.tu-dortmund.de]
Gesendet: Dienstag, 26. Januar 2010 10:32
An: Kiefer, Richard
Cc: r-help@r-project.org
Betreff: Re: [R] StructTS hang?
On 25.01.2010 11:03, richard.kie...@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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-----------------------------------------------------------------------------------
Vorsitzender des Aufsichtsrates: Dr. Rolf Martin Schmitz
Vorstand: Dr. Johannes Lambertz (Vorsitzender),
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Sitz der Gesellschaft: Essen und Koeln
Eingetragen beim Amtsgericht Essen
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