On 11/13/2006 10:30 AM, [EMAIL PROTECTED] wrote: > Full_Name: Ian McLeod > Version: 2.3.1 > OS: Windows > Submission from: (NULL) (129.100.76.136) > > >> There is a simple bug in acf as shown below: >> >> z <- 1 >> acf(z,lag.max=1,plot=FALSE) >> Error in acf(z, lag.max = 1, plot = FALSE) : >> 'lag.max' must be at least 1 >> > This is certainly a bug.
I'd say it's a documentation bug, rather than a code bug. > > There are two problems: > > (i) the error message is wrong since lag.max is set to 1. Perhaps, if the > function acf can not be used for in this situaiton, a different error message > would be more appropriate. I understand why this might be done but I don't > think it is the best approach. What happens is that lag.max is reduced to length(z)-1, which is zero in your case. This change should be mentioned in the documentation. > (ii) Please look at the function GetB which is attached. This is part a > computation for a fast algorithm for exact mle of mean. Usually phi here are > the coefficients from a high order AR but when I tried for AR(1) I got the > error > message. So the workaround is given. Notice that I use: > > p*as.vector(acf(phi,lag.max=p,type="covariance",demean=FALSE,plot=FALSE)$acf) > > so what I expect to get when p=length(phi)=1 is just phi^2. This is what > happens in Mathematica with ListCorrelate[{phi},{phi}]. When you have > acf="correlation" and demean=TRUE then one gets 0/0 which should be defined > as 1 > in this situation. I don't think that's a reasonable expectation. You've got an empty sum in the formula for the lag 1 autocovariance: sum_{i=1}^0 phi_i phi_{i+1} R is assuming that's not what you meant and is reporting it as an error. If it gave you any value, it should be zero, not phi^2. Duncan Murdoch > > Probably if the R authors just want to use acf for data analysis they may > simply > choose to require length(x)>1 in acf(x,...) although I don't see the harm in > my > suggestion either. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel