Suppose I'm curious about the workings of the R function, say HoltWinters. I typed HoltWinters and it shows me R source for the function. On inspection, the source shows the function is a wrapper around a second function:
final.fit <- hw(alpha, beta, gamma)
Presumably, the serious work happens in the function hw. However, I can't find this function anywhere to read its source
> hw
Error: object 'hw' not found
How can I read the source?
Edit: Ok, so now I've read hw , I see it's a wrapper around C_HoltWinters. How can I read that?
As you successfully found, there are lines
hw <- function(alpha, beta, gamma)
.C(C_HoltWinters,
....
in the source of HoltWinters function. Which means that we need to look at C files: you can find all the source code of R here, or just go straight here.
Related
I am trying to run a power analysis using a MonteCarlo approach in R.
I have created a function of two parameters that does output a boolean (tested manually for all relevant values of the parameters). I also have run baby-examples of the MonteCarlo function to make sure that I understand it and that it works well.
Yet when I try to run the real thing, I get the following error message:
Error in parse(text = all_funcs_found[i]) : <text>:1:1: unexpected '::'
1: ::
I read through the source code of the MonteCarlo function (which I found here) and found
#loop through non-primitive functions used in func and check from which package they are
for(i in 1:length(all_funcs_found)){
if(environmentName(environment(eval(parse(text=all_funcs_found[i]))))%in%env_names){
packages<-c(packages,env_names[which(env_names==environmentName(environment(eval(parse(text=all_funcs_found[i])))))])
}
}
which doesn't really make sense to me - why should there be a problem there?
Thank you for any ideas.
I found the answer: the function I wrote was calling a function from a specific library in the form libraryname::functionname.
This works OK if you use the function once manually, but makes MonteCarlo break.
I solved the problem by first loading the relevant library, then removing the 'libraryname::' part from the definition of the main function. MonteCarlo then runs just fine.
I'm using R Studio based on R 3.4.3. However, when I tried to call the forecast.HoltWinters function, R told me that "could not find function "forecast.HoltWinters"". Inspect the installed package (v8.2) told me that it's true, there is no forecast.HoltWinters. But the manual in https://cran.r-project.org/web/packages/forecast/ clearly stated that forecast.HoltWinters is still available.
I have also tried stats::HoldWinters, but it's working wrong. The code run fine on another computer, but it couldn't run at all on mine. Is there any solution?
Here is the code. Book2.csv has enough data to last more than 3 periods.
dltt <- read.csv("book2.csv", header = TRUE)
dltt.ts <- ts(dltt$Total, frequency=12, start=c(2014,4))
dltt.ts.hw <- HoltWinters(dltt.ts)
library(forecast)
dltt.ts.hw.fc <- forecast.HoltWinters(dltt.ts.hw) //Error as soon as I run this line
Fit a HoltWinters model using the HoltWinters function and then use forecast. Its all in the help for HoltWinters and forecast, namely "The function invokes particular _methods_ which depend on the class of the first argument". I'll copy the guts of it here:
m <- HoltWinters(co2)
forecast(m)
Note this will call the non-exported forecast.HoltWinters function, which you should never call directly using triple-colon notation as some may suggest.
I am using R version 3.3.2 and the package copula version 0.999-15 to evaluate the fitting of the normal copula to my data. My data and code are:
Data: https://www.dropbox.com/s/tdg8bfzmy4nd1dd/jumps.dat?dl=0
library(copula)
data <- read.csv(file="jumps.dat", head=F, sep="")
cop_model <- ellipCopula("normal", dim = 2)
m <- pobs(as.matrix(data))
fitCopula(cop_model, m, method = 'mpl')
After I run the code I receive the following error:
Error in `freeParam<-`(`*tmp*`, value = estimate) : the length of 'value' is not equal to the number of free parameters
Calls: fitCopula ... fitCopula.ml -> fitCopStart -> fitCopula.icor -> freeParam<-
Execution halted
I have no idea what is happening here. The fitting for Clayton and Gumbel is pretty fine. Searching for similar errors in the web, I have found nothing. Reading the documentation (https://www.rdocumentation.org/packages/copula/versions/0.999-15/topics/fitCopula?) for some specificity for ellipCopula, I have found an specific option for posDef, but it did not returns any solution at all.
Old question, but I found this, so will share my solution.
Try to run the following, this is a minimum working example:
library(copula)
print("-----------")
mycop <- ellipCopula("normal", dim=4)
data <- matrix(runif(400), nrow=4)
fitCopula(mycop, t(data))
print("-----------")
For me, this works fine if I open R and type in the lines one by one, but fails if I run as a script with Rscript. The solution is that you need library(methods) as well.
For some reason this worked with copula v0.999-v14, but was broken by v0.999-v16. Alas.
I am fairly new to R, so my apologies if this question is a bit silly.
I am calling a function in an external package ('mmlcr', although I don't think that is directly relevant to my problem), and one of the required inputs (data) is a data.frame. I compose the data.frame from various data using the following approach (simplified for illustration):
#id, Time, and value are vectors created elsewhere in the code.
myData = data.frame(a=id, b=Time, c=value)
out <- mmlcr( input1, input2, data=myData, input4)
Which throws the error:
Error in is.data.frame(data) : object 'myData' not found
The debugger indicates that this error is thrown during the mmlcr() call.
I then added a print(ls()) immediately prior to the mmlcr() call, and the output confirmed that "myData" was in my function workspace; further is.data.frame(myData) returned TRUE. So it seems that "myData" is successfully being created, but for some reason it is not passing into the mmlcr() function properly. (Commenting this line causes no error to be thrown, so I'm pretty sure this is the problematic line).
However, when I put the exact same code in a script (i.e., not within a function block), no such error is thrown and the output is as expected. Thus, I assume there is some scoping issue that arises.
I have tried both assignment approaches:
myData = data.frame(a=id, b=Time, c=value)
myData <- data.frame(a=id, b=Time, c=value)
and both give me the same error. I admit that I don't fully understand the scope model in R (I've read about the differences between = and <- and I think I get it, but I'm not sure).
Any advice you can offer would be appreciated.
MMLCR is now deprecated and you should search for some alternatives. Without looking too much into it, I sleuthed through an old repo and found the culprit:
m <- eval(m, data)
in the function mmlcr.default. There are a lot of reasons why this is bad, but scoping is the big one. R has this issue with the subset.data.frame function, see my old SO question. Rather than modify the source code, I would find a way to do your function with a subroutine using a for, repeat, or while loop.
I would like to be able to edit the Fortran code that is referred to in the fGarch package.
More specifically I would like to edit the available conditional distributions that can be used by fGarch::garchFit, i.e. including the stable distribution and the generalised hyperbolic distribution.
So having looked into the garchFit() function, I have delved (deepish) into the code, and .aparchLLH.internal() is referred to from the garchFit() function and there is a line in there that refers to Fortran written code.
The specific line that I am referring to is the following bit of code:
fit <- .Fortran("garchllh", N = as.integer(N), Y = as.double(.series$x),
Z = as.double(.series$z), H = as.double(.series$h),
NF = as.integer(NF), X = as.double(params), DPARM = as.double(DPARM),
MDIST = as.integer(MDIST), MYPAR = as.integer(MYPAR),
F = as.double(0), PACKAGE = "fGarch")
I believe that the Fortran function garchllh is what I would like to edit, but do not know how to go about editing it so that I can introduce new distributions into the garchFit() function.
N.B. Just as a note, I do not have much experience in Fortran code, but would like to have a look at it to see if it can be edited and altered to fit for my purpose, so any help on the Fortran editing of code section would be much appreciated...
As mentioned in comments, you need to download the source -- a good place would be to start with install.packages("fGarch",type="source") and see that everything compiles properly. Then, look at the package source -- seems like you would need to do a pretty straightforward adjustment to dist.f, and probably add more changes to various places where MDIST is set -- start with grep MDIST *.R in the R directory of the extracted source. After you're done and tested, you could also talk to the package maintainers -- perhaps they would include your additions in the next version :)