Sunday, May 8, 2011

Solving R error using kfilter matrix(NA, ss$n, ss$p) : non-numeric matrix extent

To solve the error before using SS, do a double transpose to the time series

example
the following works:

m2=NULL
m2 <- SS( t(t(ts(runif(100, 5.0, 7.5)))))
m2.n=1;
m2.p=1;
m2.f <- kfilter(m2)
plot(m2$y)
lines(m2$y,lty=2,col="green")
lines(m2.f$m,lty=2,col="red")

but dont forget to first install the sspir package using
install.packages("sspir")

and loading the library using
library(sspir)

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