Exponential, you say? Maybe I am just not patient enough. After being unresponsive for several minutes, which in the larger examples that I work with has probably appeared like a hang, the code I just mentioned has given a result (a convergence error, but still). So, I must say I can no longer reproduce the hang.
I remember to be able to reproduce a significant change in behaviour upon the frequency passing some threshold. Maybe by chance, this threshold parting "hang" from normal operation agreed with a number someone claimed ts-objects could not handle properly. But I can't reproduce this now. I'm sorry... -----Ursprüngliche Nachricht----- Von: Uwe Ligges [mailto:lig...@statistik.tu-dortmund.de] Gesendet: Dienstag, 26. Januar 2010 11:15 An: Kiefer, Richard Cc: r-help@r-project.org Betreff: Re: AW: [R] StructTS hang? 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 >> ---------------------------------------------------------------- Irgendwann kommt jeder drauf! WWW.ENERGIEWELT.DE ----------------------------------------------------------------------------------- Vorsitzender des Aufsichtsrates: Dr. Rolf Martin Schmitz Vorstand: Dr. Johannes Lambertz (Vorsitzender), Prof. Dr. Gerd Jaeger, Antonius Voss, Erwin Winkel Sitz der Gesellschaft: Essen und Koeln Eingetragen beim Amtsgericht Essen Handelsregister-Nr. HRB 17420 Eingetragen beim Amtsgericht Koeln Handelsregister-Nr. HRB 117 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.