Re: [Rd] Fix for bug in arima function

2015-05-21 Thread Patrick Perry
Thanks for your help, Martin and Peter. I tried taking the value of “n.used” from the C functions (ARIMA_CSS and ARIMA_Like) instead of computing n.used on the R side. Here is a patch, in case you’re interested: https://github.com/patperry/r-source/commit/8fed79a6d2d558ef34738624a2a4f9e795bcf8

Re: [Rd] Fix for bug in arima function

2015-05-21 Thread peter dalgaard
On 21 May 2015, at 12:49 , Martin Maechler wrote: >> peter dalgaard >>on Thu, 21 May 2015 11:03:05 +0200 writes: > >> On 21 May 2015, at 10:35 , Martin Maechler >> wrote: > I noticed that the 3.2.1 release cycle is about to start. Is there any chance that this

Re: [Rd] Fix for bug in arima function

2015-05-21 Thread Martin Maechler
> peter dalgaard > on Thu, 21 May 2015 11:03:05 +0200 writes: > On 21 May 2015, at 10:35 , Martin Maechler wrote: >>> >>> I noticed that the 3.2.1 release cycle is about to start. Is there any >>> chance that this fix will make it into the next version of R? >

Re: [Rd] Fix for bug in arima function

2015-05-21 Thread peter dalgaard
On 21 May 2015, at 10:35 , Martin Maechler wrote: >> >> I noticed that the 3.2.1 release cycle is about to start. Is there any >> chance that this fix will make it into the next version of R? >> >> This bug is fairly serious: getting the wrong variance estimate leads to >> the wrong log-like

[Rd] The R Foundation announces new mailing list 'R-package-devel'

2015-05-21 Thread Martin Maechler
New Mailing list *** R-package-devel -- User R Packages Development *** At last week's monthly meeting, the R foundation has decided to create a new mailing list in order to help R package authors in their package development and testing. The idea is that some experienced R programmers (often

Re: [Rd] Fix for bug in arima function

2015-05-21 Thread Martin Maechler
> I noticed that the 3.2.1 release cycle is about to start. Is there any > chance that this fix will make it into the next version of R? > > This bug is fairly serious: getting the wrong variance estimate leads to > the wrong log-likelihood and the wrong AIC, BIC etc, which can and does > lead t