close Warning: Can't synchronize with repository "(default)" (/var/svn/tolp does not appear to be a Subversion repository.). Look in the Trac log for more information.

Opened 12 years ago

Last modified 12 years ago

#1685 new task

KFAS example

Reported by: Jorge Owned by: Jorge
Priority: highest Milestone: State Space Models
Component: Math Version: 3.1
Severity: normal Keywords:
Cc: rerodriguez@…, César Pérez Álvarez

Description

Prepare an example of use of KFAS.

Change History (5)

comment:1 Changed 12 years ago by Jorge

(In [5783]) refs #1685, #1683, adding TestNile to reproduce the widely used case about the annual flow of the river Nile

comment:2 Changed 12 years ago by Jorge

Type: defect → task

We should have a way to specify the initial value for the parameters. The Nile example is sensible to the initial value.

comment:3 Changed 12 years ago by Jorge

(In [5784]) refs #1685, #1683, the initial value for the model parameters could be specified in the argument x0.

comment:4 Changed 12 years ago by Jorge

(In [5794]) refs #1685, #1683, now TMask argument must be a Set specifying the coefficients of a VAR(p)

comment:5 Changed 12 years ago by Jorge

(In [5801]) refs #1685, #1683, fixed bug in default model

Note: See TracTickets for help on using tickets.