[R] SSPIR problem
Spencer Graves
spencer.graves at pdf.com
Sun Jun 18 01:51:04 CEST 2006
Did you try the 'examples' in the SS help file? If no, please copy
them from the help file into a script file and work through them line by
line, trying different modifications. If you've tried this, have you
similarly worked through the 'sspir' 'demo' files? (These can be found
in the '~\library\sspir\demo' subdirectory of the directory where R is
installed.)
If you've tried these and would like further help from this
listserve, please submit another post, preferably after reading read the
posting guide! "www.R-project.org/posting-guide.html". In particular,
please include in your post a self-contained example that is as simple
as you can make it that will still illustrate our problem.
I've never used 'sspir', but the examples in the 'SS' help look
fairly straightforward to me. For example, it says that Fmat returns a
matrix of dim(p, d). From this I infer that the "k" in your model is
t(Fmat(...)). Similarly, your "h" is "Gmat", and "Vmat" and "Wmat"
match your "V" and "W".
hope this helps.
Spencer Graves
michela.cameletti at unibg.it wrote:
> Dear R-Users,
> I'm using SSPIR package for a spatio-temporal application.
> Is it possible to modify the structure of the involved matrixes (Fmat,
> Gmat, Vmat,Wmat)?
> I want to create a model like this
>
> #y(t)=k*theta(t)+epsilon(t)
> #theta(t)=h*theta(t-1)+eta(t)
> #epsilon(t) N(0,V) V=sigma2*I
> #eta(t) N(0,W) W=sigma2_eta
>
> where the state variable theta has dimension 1(p=1) and at each time time
> the observed variable y has dimension equal to d=3. Moreover I want to use
> white noise errors.
> But with the command
> SS(y) where y is my nXd data matrix (d=observations at each time,
> n=numbers of time points)
> I obtain a different model.
>
> Can you help me please?
> Thanks in advance
> Michela
>
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