I get the identical error even when applying the sample code from the dlm
vignette on state space models: http://www.jstatsoft.org/v41/i04/paper
The sample code is here:
tmp <- ts(read.table("http://shazam.econ.ubc.ca/intro/P.txt";, header=T),
start=c(1978,1), frequency=12) * 100
y <- tmp[,1:4] -
pendent parameters in an m-by-m covariance
> matrix, and two such matrices are estimated (Ht and Qt, both time
> invariant). Hence the unknown parameter theta has length 2k.
>
> Hope this clarifies the issue.
>
> Best,
> Giovanni Petris
>
> On Thu, 2011-08-25 at 19:30 -07
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