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steve-the-bayesian / BOOM

A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.
GNU Lesser General Public License v2.1
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Dynamic regression with non-consecutive timestamps. #43

Closed steve-the-bayesian closed 4 years ago

steve-the-bayesian commented 4 years ago

I've been recently working with your package "bsts" and found the following problem. If a dynamic regression is included in the state specification and non-consecutive timestamps are provided, R crashes. Is it intended/inevitable or is it a bug?

I attach the example and my sessionInfo.

steve-the-bayesian commented 4 years ago

sessionInfo.txt

failexample.R.txt

steve-the-bayesian commented 4 years ago

A crash is never intended, but supporting dynamic regression in this use case is not likely to happen in the near future. Added a check to keep this setup from crashing R, and added a unit test documenting the expected behavior.