[R] KalmanSmooth problem

Wed Jul 7 22:26:30 CEST 2004

Dear Uwe and Spencer,
Thanks for replying so soon. The R version I wrote is indeed R 1.9.1, and the package is stats. Sorry I didn't wrote it in my first email. I've have tried to use the comments you gave, and simplified my function. 
It is changed to:

> Kalm = function(x){
+ t=array(c(-1.4248, 2.5, .1250, 20, -19.3183, .6667, .1, .0667, 1.7945), dim=c(3,3))
+ h=0.5;
+ r=array(c(1,0,0,0,1,0,0,0,1),dim=c(3,3));
+ q=1;
+ v=r*q*t(r);
+ a=10.14286;
+ z=array(c(.3574, 0, 0, 0, 0, 0, 0, 0, .2), dim=c(3,3))
+ p=array(c(1,0,0,0,1,0,0,0,1),dim=c(3,3));
+ pn=array(c(1,0,0,0,1,0,0,0,1),dim=c(3,3));
+ kal=KalmanSmooth(x,list(T=t,Z=z,h=h,V=v,a=a,P=p,Pn=pn),nit=0)
+ kal}
>Kalm(deb)

Wonderfully it is running quite well now. Thank you for your spare time.
Best regards,
Pieter Hazenberg

	-----Oorspronkelijk bericht----- 
	Van: Uwe Ligges [mailto:ligges at statistik.uni-dortmund.de] 
	Verzonden: wo 7-7-2004 22:09 
	Aan: Spencer Graves; Hazenberg21, Pieter 
	CC: R Help Mailing List 
	Onderwerp: Re: [R] KalmanSmooth problem

	Spencer Graves wrote:

	> Hi, Uwe:  "KalmanSmooth" is in the "stats" package in R 1.9.1.  R is
	> moving so fast that it is impossible to keep current with all parts of
	> it.  Best Wishes, Spencer Graves

	Uhhhh .... thanks, Spencer. My apologies to Pieter.

	Indeed, looks like I forgot to upgrade my R version on the machine at
	home. I only did so in my office and on my laptop.

	Uwe

	> Uwe Ligges wrote:
	>
	>> Hazenberg21, Pieter wrote:
	>>
	>>> Hello,
	>>> In R I am trying to use Kalman filtering to find a solution for an
	>>> hydrological problem. With Kalman Filtering I want to estimate the
	>>> discharge comming from three storage bassins. I have programmed a
	>>> function in R which can run KalmanSmooth. When I'm asking for the
	>>> function and putting in values, R detects the following error: "Error
	>>> in as.vector(data) : Argument "S1" is missing, with no default".
	>>> I have try to find a solution for this error in the R help file, and
	>>> in different manuals, but I can't find it. Please help me find a
	>>> solution.
	>>> Question: What does R mean with "S1" and what am I doing wrong?
	>>> Here is the way I have programmed the hydrological problem in R.
	>>>
	>>>> discharge=read.table(file="C:/Program
	>>>> Files/R/rw1090/discharge.txt",header=T)
	>>>> deb=discharge[,1]
	>>>> deb
	>>>
	>>>
	>>>
	>>>   [1] 11.545313  8.045465  5.670868  4.044584  2.919311  2.306668 
	>>> 2.940956
	>>>   [8]  4.238159  5.017374  3.818236  2.928805  2.262183  1.757765 
	>>> 1.633945
	>>>  [15]  2.295130  3.454054  4.035224  3.193967  2.533181  2.012406 
	>>> 1.600836
	>>>  [22]  1.652155  2.428678  3.642827  4.019545  3.209473  2.563617 
	>>> 2.048347
	>>>  [29]  1.637041  1.828952  2.757842  4.050821  4.147013  3.316503 
	>>> 2.652490
	>>>  [36]  2.121535  1.696934  2.027763  3.107366  4.429670  4.160178 
	>>> 3.327950
	>>>  [43]  2.662237  2.129710  1.703717  2.158095  3.337039  4.582359 
	>>> 3.905901
	>>>  [50]  3.124690  2.499732  1.999772  1.599810  2.130893  3.302622 
	>>> 4.336081
	>>>  [57]  3.468857  2.775081  2.220062  1.776048  1.560859  2.169537 
	>>> 3.348081
	>>>  [64]  4.170552  3.336440  2.669151  2.135320  1.708256  1.648859 
	>>> 2.374217
	>>>  [71]  3.624091  4.248563  3.398850  2.719080  2.175264  1.740211 
	>>> 1.826122
	>>>  [78]  2.704749  4.056438  4.437309  3.549847  2.839878  2.271902 
	>>> 1.817522
	>>>  [85]  2.053994  3.107875  4.548436  4.600601  3.680481  2.944385 
	>>> 2.355508
	>>>  [92]  1.884406  2.273248  3.490148  4.949898  4.584409  3.667527 
	>>> 2.934022
	>>>  [99]  2.347217  1.877774
	>>>
	>>>> Kalm = function(x,O1,O2,O3,T1,T2,T3,T4,T5,t,ga){
	>>>
	>>>
	>>>
	>>> +
	>>> t=array(c(1+ga*O1+t/O1*(-(1/T2)-(1/T3)-(1/T1)),t/O1*(1/T2),t/O1*(1/T3),
	>>> + t/O2*(1/T2),1+ga*O2+t/O2*(-(1/T2)-(1/T4)),t/O2*(1/T4),
	>>> +
	>>> t/O3*(1/T3),t/O3*(1/T4),1+ga*O3+t/O3*(-(1/T3)-(1/T4)-(1/T5))),dim=c(3,3));
	>>>
	>>> + h=0.5;
	>>> + r=array(c(1,0,0,0,1,0,0,0,1),dim=c(3,3));
	>>> + q=1;
	>>> + v=r*q*t(r);
	>>> + a=10.14286;
	>>> + z=array(c((1/T1),0,0,0,0,0,0,0,(1/T5)), dim=c(3,3));
	>>> + p=array(c(1,0,0,0,1,0,0,0,1),dim=c(3,3));
	>>> + pn=array(c(1,0,0,0,1,0,0,0,1),dim=c(3,3));
	>>> + kal=KalmanSmooth(x, list(T=t,Z=z,h=h,V=v,a=a,P=p,Pn=pn), nit=0)
	>>> + kal}
	>>> 
	>>>
	>>>> Kalm(deb,4,.5,5,.7,.1,2,3,4,1,0.65)
	>>>
	>>>
	>>>
	>>> Error in as.vector(data) : Argument "S1" is missing, with no default
	>>> 
	>>> First I thought I had to make a timeserie of deb. But this doesn't
	>>> change the problem.
	>>> Lot's of thanks trying to help me.
	>>
	>>
	>>
	>> a) Please tell us R Version and OS (OK, implicitly done that we are
	>> talking about R-1.9.0 on Windows).
	>> b) Please tell us which packages you are using (I don't know
	>> KalmanSmooth(), for example).
	>> c) Please try to specify reproducible examples.
	>>
	>> Conclusion for a-c): Please read the posting-guide.
	>>
	>> My hint is to try to debug yourself, at least *try*, starting eith
	>> calling traceback() right after the error appeared, in order to get a
	>> guess where the error really happens. Then look at the data that is
	>> passed to the function -  and I'm pretty sure you will get at least an
	>> idea what goes wrong.
	>>
	>> Uwe Ligges
	>>
	>>
	>>
	>>
	>>
	>>> Best regards,
	>>> Pieter Hazenberg
	>>> Student Hydrology and Watermanagement
	>>> Wageningen University
	>>> The Netherlands
	>>>
	>>> ______________________________________________
	>>> R-help at stat.math.ethz.ch mailing list
	>>> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
	>>> PLEASE do read the posting guide!
	>>> http://www.R-project.org/posting-guide.html
	>>
	>>
	>>
	>> ______________________________________________
	>> R-help at stat.math.ethz.ch mailing list
	>> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
	>> PLEASE do read the posting guide!
	>> http://www.R-project.org/posting-guide.html
	>
	>
	>