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Opened 13 years ago

Last modified 13 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 13 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 13 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 13 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 13 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 13 years ago by Jorge

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

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