[R] Unable to compute Confidence Intervals from output from MARSS package

[Bill Poling]

Ashim.

I see where I was mistaken, using MARSSparamsCIs(fit) <--Somehow I got an s in between param & Cis.

I now get new error similarly as you, my apologies.

final <- MARSSparamCIs(fit)
Error in dpari[time.varying] <- dparmat(MLEobj, time.varying, t = t) :   replacement has length zero

WHP

From: R-help <r-help-bounces using r-project.org> On Behalf Of Ashim Kapoor
Sent: Wednesday, January 23, 2019 1:38 AM
To: r-help using r-project.org
Subject: [R] Unable to compute Confidence Intervals from output from MARSS package

Dear All,

I am trying to use this package --->
https://cran.r-project.org/web/packages/MARSS/index.html
I am reading this book which shows some examples based on the above package
---> https://nwfsc-timeseries.github.io/atsa-labs/

In a few words, the incantation MARSS(...) estimates the parameters and
MARSSparamCIs should return the confidence intervals. My problem is that
MARSSparamCIs returns this error :-

> MARSSparamCIs(fit)
Error in MARSSharveyobsFI(MLEobj) : replacement has length zero
>

### This page and the next page, explains the jargon used :
https://nwfsc-timeseries.github.io/atsa-labs/sec-dlm-example-of-a-univariate-dlm.html

### Here is a MWE to recreate the error :-

# This is a Time Varying Parameters regression
# Here a is fixed and b is doing a RW.

x1 <- rnorm(1000)
b <- cumsum(rnorm(1000, sd = sqrt(.6)))
y <- 1 + b*x1 + rnorm(1000)

Z = array(NA,c(1,2,1000))
Z[1,1,] = rep(1,1000)
Z[1,2,] = x1

mod2.list = list ( B = matrix(c(1,0,0,1),nrow = 2 , byrow = T), U =
matrix(0,2,1),
Q = matrix(list(0,0,0,"s2b"),2,2), Z= Z, A = matrix(0), R = matrix("r"))

fit = MARSS(as.vector(y), model = mod2.list,inits =
list(x0=matrix(0,nrow=2,ncol=1)))

MARSSparamsCIs(fit)

# The above will give this error :
Error in MARSSharveyobsFI(MLEobj) : replacement has length zero

Best Regards,
Ashim

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