Closed wpverbeek closed 2 years ago
You should not be able to run bsts with SharedLocalLevel. SharedLocalLevel is a state model intended for use with multivariate outcomes, which the bsts function does not support. There is an unpublished 'mbsts' function that I had to rip out because it was failing some unit tests on CRAN. I have recently updated mbsts in the repo, but not pushed those changes to CRAN.
To install from the repo, pull the latest dev
branch, navigate to the project root, and run the following scripts:
./install/create_boom_rpackage -i
./install/boom_spike_slab -i
./install/bsts -i
commit 4fa64964e5c638d558c6183e2b60b9adeb835e47 adds a check that all state.specification elements are StateModel objects.
When using the AddSharedLocalLevel state component, the BSTS function gives an error with respect to the class off the SS object: Code:
Error:
The object is constructed as follows:
which seems fine.....
This happens only with a SharedLocalLevel. Assuming one Local level, using the following code, gives no problems and runs fine:
This seems to be a bug, or did I made mistakes with calling these functions?