StructTS hang?
On 26.01.2010 10:55, Richard.Kiefer at rwe.com wrote:
No problem! Working: z<-ts(sin(1:1000), start=1, freq=10) x<-StructTS(z, type='BSM') Hang: z<-ts(sin(1:1000), start=1, freq=100) x<-StructTS(z, type='BSM') (Both on WinXP, R 2.9.2) I don't, however, know who the package maintainer is, nor can I track down where exactly the hang is caused. Maybe somebody else can help me with that.
Apologies, thought that code was from a contributed package rather than from the base distribution of R. In this case, and given the code, we should try to debug a little bit. My first impression is that it will take some time given experiments with smaller numbers it looks roughly exponential in runtime. I'll be off for a meeting now and will look at results in 1-2 hours (when I expect them to appear on my machine). Uwe Ligges
Cheers, Richard Kiefer -----Urspr?ngliche Nachricht----- Von: Uwe Ligges [mailto:ligges at statistik.tu-dortmund.de] Gesendet: Dienstag, 26. Januar 2010 10:32 An: Kiefer, Richard Cc: r-help at r-project.org Betreff: Re: [R] StructTS hang? On 25.01.2010 11:03, Richard.Kiefer at rwe.com wrote:
Hi! You have probably sorted out your problem a different way. However I have tried dealing with the same problem for a while and writing down the reason for this here may be of use to someone. In some other help-mail I read that time series objects behave unexpectedly in some situations if the frequency is too high. As a result of this, a call of StructTS (with seasonality) hangs if and only if the frequency is larger than 24 (if I remember the number right). This is what I found with my own time series using several frequencies. So, this may not be helpful using StructTS on a time series, but it may save somebody some time.
Even better: report a reproducible example to the package maintainer who is certainly happy to fix bugs in the package. Best wishes, Uwe Ligges
Regards,
Richard
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