On 30/04/2012 12:37, Jouni Helske wrote:
Dear all,
I'd like to discuss about a possible bug in function StructTS of stats
package. It seems that the function returns wrong value of the
log-likelihood, as the added constant to the relevant part of the
log-likelihood is misspecified. Here is an si
Thanks, Tom, for the reply as well as to the reference to Claeskens & Hjort.
Ravi
From: Thomas Lumley [tlum...@uw.edu]
Sent: Thursday, May 03, 2012 4:41 PM
To: Mark Leeds
Cc: Ravi Varadhan; r-devel@r-project.org
Subject: Re: [Rd] The constant part of
On Thu, May 3, 2012 at 3:36 AM, Mark Leeds wrote:
> Hi Ravi: As far as I know ( well , really read ) and Bert et al can say
> more , the AIC is not dependent on the models being nested as long as the
> sample sizes used are the same when comparing. In some cases, say comparing
> MA(2), AR(1), you
Ravi
>
> -Original Message-
> From: r-devel-boun...@r-project.org [mailto:r-devel-boun...@r-project.org]
> On Behalf Of Jouni Helske
> Sent: Tuesday, May 01, 2012 2:17 PM
> To: r-devel@r-project.org
> Subject: Re: [Rd] The constant part of the log-likelihood in S
-project.org] On
Behalf Of Jouni Helske
Sent: Tuesday, May 01, 2012 2:17 PM
To: r-devel@r-project.org
Subject: Re: [Rd] The constant part of the log-likelihood in StructTS
Ok, it seems that R's AIC and BIC functions warn about different constants, so
that's probably enough. The constan
> To: r-devel@r-project.org
> Subject: [Rd] The constant part of the log-likelihood in StructTS
>
> Dear all,
>
> I'd like to discuss about a possible bug in function StructTS of stats
> package. It seems that the function returns wrong value of the
> log-like
tests.
Ravi
From: r-devel-boun...@r-project.org [r-devel-boun...@r-project.org] on behalf
of Jouni Helske [jounihel...@gmail.com]
Sent: Monday, April 30, 2012 7:37 AM
To: r-devel@r-project.org
Subject: [Rd] The constant part of the log-likelihood in StructTS
Dear all,
I'd like to discuss about a possible bug in function StructTS of stats
package. It seems that the function returns wrong value of the
log-likelihood, as the added constant to the relevant part of the
log-likelihood is misspecified. Here is an simple example:
> data(Nile)
> fit <- Struct
