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

[Ashim Kapoor]

Dear Bill,

Appreciate all your effort. I hope some one here can respond to this query.

Many thanks,
Ashim




On Thu, Jan 24, 2019 at 12:49 AM Bill Poling <Bill.Poling using zelis.com> wrote:

>
> 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
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> mailto:R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
> Confidentiality Notice This message is sent from Zelis. This transmission
> may contain information which is privileged and confidential and is
> intended for the personal and confidential use of the named recipient only.
> Such information may be protected by applicable State and Federal laws from
> this disclosure or unauthorized use. If the reader of this message is not
> the intended recipient, or the employee or agent responsible for delivering
> the message to the intended recipient, you are hereby notified that any
> disclosure, review, discussion, copying, or taking any action in reliance
> on the contents of this transmission is strictly prohibited. If you have
> received this transmission in error, please contact the sender immediately.
> Zelis, 2018.
>
>
>

	[[alternative HTML version deleted]]