Check results for 'BAYSTAR'

using R Under development (unstable) (2012-02-06 r58287)
using platform: i686-pc-linux-gnu (32-bit)
using session charset: UTF-8
checking for file ‘BAYSTAR/DESCRIPTION’ ... OK
this is package ‘BAYSTAR’ version ‘0.2-3’
checking package namespace information ... OK
checking package dependencies ... OK
checking if this is a source package ... OK
checking if there is a namespace ... OK
checking for executable files ... OK
checking whether package ‘BAYSTAR’ can be installed ... OK
checking installed package size ... OK
checking package directory ... OK
checking for portable file names ... OK
checking for sufficient/correct file permissions ... OK
checking DESCRIPTION meta-information ... OK
checking top-level files ... OK
checking index information ... OK
checking package subdirectories ... OK
checking R files for non-ASCII characters ... OK
checking R files for syntax errors ... OK
checking whether the package can be loaded ... OK
checking whether the package can be loaded with stated dependencies ... OK
checking whether the package can be unloaded cleanly ... OK
checking whether the namespace can be loaded with stated dependencies ... OK
checking whether the namespace can be unloaded cleanly ... OK
checking for unstated dependencies in R code ... OK
checking S3 generic/method consistency ... OK
checking replacement functions ... OK
checking foreign function calls ... OK
checking R code for possible problems ... NOTE
File ‘BAYSTAR/R/zzz.R’:
.onAttach calls:
cat("##\n## On Bayesian analysis of Threshold autoregressive model (BAYSTAR)\n")
cat("## Copyright (C) 2007-", this.year, " Cathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach\n", sep = "")
require(mvtnorm, quietly = TRUE)

Package startup functions should not change the search path.
Package startup functions should use ‘packageStartupMessage’ to
generate messages.
See section ‘Good practice’ in ?.onAttach.
checking Rd files ... OK
checking Rd metadata ... OK
checking Rd cross-references ... OK
checking for missing documentation entries ... OK
checking for code/documentation mismatches ... OK
checking Rd \usage sections ... OK
checking Rd contents ... OK
checking for unstated dependencies in examples ... WARNING
‘library’ or ‘require’ call not declared from: ‘coda’
checking contents of ‘data’ directory ... OK
checking data for non-ASCII characters ... OK
checking data for ASCII and uncompressed saves ... OK
checking examples ... ERROR
Running examples in ‘BAYSTAR-Ex.R’ failed
The error most likely occurred in:

> ### Name: BAYSTAR
> ### Title: Threshold Autoregressive model: Bayesian approach
> ### Aliases: BAYSTAR
> ### Keywords: methods
>
> ### ** Examples
>
> library(BAYSTAR)
> data(unemployrate)
> x<- unemployrate
> nx<- length(x)
> differ.x<- x[2:nx]-x[2:nx-1]
> lagp1<- c(2,3,4,10,12)
> lagp2<- c(2,3,12)
>
> ## Total MCMC iterations and burn-in iterations
> Iteration<- 10000
> Burnin<- 2000
>
> ## A RW (random walk) MH algorithm is used in simulating the threshold value
> ## Step size for the RW MH
>
> step.thv<- 2.5
>
> out1 <- BAYSTAR(differ.x,lagp1,lagp2,Iteration,Burnin,constant=0,step.thv=step.thv)
iteration = 1000
regime 1 = 0.0836 0.0906 0.1757 -0.1047 -0.1427
regime 2 = 0.3012 0.2049 -0.1992
sigma^2 1 = 0.0279
sigma^2 2 = 0.0581
r = 0.0507
acceptance rate of r = 50.7 %
Lag choice :
1 2 3
Freq 14 0 986
------------
iteration = 2000
regime 1 = 0.2269 0.0869 0.1311 -0.0776 -0.1058
regime 2 = 0.3371 0.2514 -0.136
sigma^2 1 = 0.0313
sigma^2 2 = 0.0573
r = 0.0966
acceptance rate of r = 50.1 %
Lag choice :
1 2 3
Freq 17 0 1983
------------
iteration = 3000
regime 1 = 0.2219 0.1828 0.0472 -0.0883 -0.0475
regime 2 = 0.3133 0.3792 -0.2293
sigma^2 1 = 0.0295
sigma^2 2 = 0.0547
r = 0.0881
acceptance rate of r = 50.5 %
Lag choice :
1 2 3
Freq 35 0 2965
------------
iteration = 4000
regime 1 = 0.1797 0.1535 0.0917 -0.0388 -0.1164
regime 2 = 0.3911 0.2791 -0.1511
sigma^2 1 = 0.031
sigma^2 2 = 0.0554
r = 0.0659
acceptance rate of r = 50.325 %
Lag choice :
1 2 3
Freq 65 0 3935
------------
iteration = 5000
regime 1 = 0.1622 0.2348 0.097 -0.1425 -0.0328
regime 2 = 0.3334 0.321 -0.172
sigma^2 1 = 0.0335
sigma^2 2 = 0.0625
r = 0.0078
acceptance rate of r = 50.48 %
Lag choice :
1 2 3
Freq 72 0 4928
------------
iteration = 6000
regime 1 = 0.1389 0.15 0.1488 -0.1587 -0.0729
regime 2 = 0.2782 0.1685 -0.2313
sigma^2 1 = 0.0301
sigma^2 2 = 0.0632
r = 0.0331
acceptance rate of r = 50.2167 %
Lag choice :
1 2 3
Freq 72 0 5928
------------
iteration = 7000
regime 1 = 0.1625 0.1791 0.1577 -0.123 -0.0998
regime 2 = 0.2062 0.2487 -0.3244
sigma^2 1 = 0.0292
sigma^2 2 = 0.0533
r = 0.0928
acceptance rate of r = 50.0143 %
Lag choice :
1 2 3
Freq 88 0 6912
------------
iteration = 8000
regime 1 = 0.1907 0.163 0.1742 -0.0726 -0.1231
regime 2 = 0.36 0.2576 -0.266
sigma^2 1 = 0.0303
sigma^2 2 = 0.0594
r = 3e-04
acceptance rate of r = 50.3 %
Lag choice :
1 2 3
Freq 89 0 7911
------------
iteration = 9000
regime 1 = 0.1789 0.1762 0.1692 -0.0916 -0.1276
regime 2 = 0.2456 0.2017 -0.2488
sigma^2 1 = 0.0255
sigma^2 2 = 0.0523
r = 0.0466
acceptance rate of r = 50.1222 %
Lag choice :
1 2 3
Freq 89 0 8911
------------
iteration = 10000
regime 1 = 0.1641 0.0905 0.1417 -0.1062 -0.1168
regime 2 = 0.327 0.1981 -0.1867
sigma^2 1 = 0.0326
sigma^2 2 = 0.0696
r = 0.0233
acceptance rate of r = 50.24 %
Lag choice :
1 2 3
Freq 96 0 9904
------------
mean median s.d. lower upper
phi1.2 0.1866 0.1867 0.0459 0.0956 0.2749
phi1.3 0.1432 0.1436 0.0469 0.0504 0.2354
phi1.4 0.1262 0.1264 0.0438 0.0406 0.2118
phi1.10 -0.1051 -0.1052 0.0402 -0.1825 -0.0269
phi1.12 -0.0876 -0.0874 0.0403 -0.1673 -0.0107
phi2.2 0.3134 0.3135 0.0624 0.1940 0.4399
phi2.3 0.2224 0.2228 0.0585 0.1084 0.3398
phi2.12 -0.2356 -0.2352 0.0776 -0.3861 -0.0800
sigma^2 1 0.0300 0.0298 0.0021 0.0262 0.0343
simga^2 2 0.0587 0.0584 0.0055 0.0489 0.0706
r 0.0505 0.0504 0.0287 0.0029 0.0979
Lag choice :
1 2 3
Freq 96 0 9904
------------
The highest posterior prob. of lag is at : 3
DIC = -1485.77
dev.new(): using pdf(file="Rplots1.pdf")
dev.new(): using pdf(file="Rplots2.pdf")
>
>
> d0 <- 4
> out2 <- BAYSTAR(differ.x,lagp1,lagp2,Iteration,Burnin,d0,constant=0,step.thv=step.thv)
iteration = 1000
regime 1 = 0.1775 0.1487 0.119 -0.0899 -0.1379
regime 2 = 0.3745 0.2024 -0.2968
sigma^2 1 = 0.0274
sigma^2 2 = 0.0613
r = 0.0753
acceptance rate of r = 49.9 %
Lag choice :
1 2 3 4
Freq 0 0 1 999
------------
iteration = 2000
regime 1 = 0.0894 0.129 0.1561 -0.002 -0.1634
regime 2 = 0.4669 0.1484 -0.3012
sigma^2 1 = 0.029
sigma^2 2 = 0.0783
r = 0.0963
acceptance rate of r = 50.4 %
Lag choice :
1 2 3 4
Freq 0 0 1 1999
------------
iteration = 3000
regime 1 = 0.1336 0.1028 0.2214 -0.0855 -0.0905
regime 2 = 0.3383 0.1121 -0.074
sigma^2 1 = 0.0268
sigma^2 2 = 0.0682
r = 0.0206
acceptance rate of r = 50.2333 %
Lag choice :
1 2 3 4
Freq 0 0 1 2999
------------
iteration = 4000
regime 1 = 0.0724 0.1379 0.2 -0.0613 -0.1505
regime 2 = 0.2513 0.1924 -0.3819
sigma^2 1 = 0.0235
sigma^2 2 = 0.0541
r = 0.0722
acceptance rate of r = 50.725 %
Lag choice :
1 2 3 4
Freq 0 0 1 3999
------------
iteration = 5000
regime 1 = 0.0447 0.1576 0.1742 -0.0224 -0.1683
regime 2 = 0.2795 0.2052 -0.2188
sigma^2 1 = 0.0253
sigma^2 2 = 0.0658
r = 0.0091
acceptance rate of r = 50.52 %
Lag choice :
1 2 3 4
Freq 0 0 1 4999
------------
iteration = 6000
regime 1 = 0.0751 0.1707 0.1621 -0.0293 -0.1781
regime 2 = 0.2943 0.1843 -0.2527
sigma^2 1 = 0.0266
sigma^2 2 = 0.0709
r = 0.075
acceptance rate of r = 50.15 %
Lag choice :
1 2 3 4
Freq 0 0 1 5999
------------
iteration = 7000
regime 1 = 0.0441 0.0806 0.2063 -0.0507 -0.142
regime 2 = 0.3002 0.2118 -0.1013
sigma^2 1 = 0.0299
sigma^2 2 = 0.0687
r = 0.0722
acceptance rate of r = 50.1429 %
Lag choice :
1 2 3 4
Freq 0 0 2 6998
------------
iteration = 8000
regime 1 = 0.0813 0.2005 0.1082 -0.0114 -0.1856
regime 2 = 0.4721 0.2235 -0.2174
sigma^2 1 = 0.0274
sigma^2 2 = 0.0656
r = 0.0304
acceptance rate of r = 50.25 %
Lag choice :
1 2 3 4
Freq 0 0 2 7998
------------
iteration = 9000
regime 1 = 0.1558 0.1484 0.2083 -0.0678 -0.1628
regime 2 = 0.3061 0.1692 -0.1441
sigma^2 1 = 0.0306
sigma^2 2 = 0.0616
r = 0.0348
acceptance rate of r = 50.2778 %
Lag choice :
1 2 3 4
Freq 0 0 2 8998
------------
iteration = 10000
regime 1 = 0.1944 0.1667 0.1326 -0.1317 -0.1186
regime 2 = 0.2903 0.1524 -0.1023
sigma^2 1 = 0.0266
sigma^2 2 = 0.0567
r = 0.0201
acceptance rate of r = 50.19 %
Lag choice :
1 2 3 4
Freq 0 0 2 9998
------------
mean median s.d. lower upper
phi1.2 0.1184 0.1181 0.0441 0.0314 0.2045
phi1.3 0.1445 0.1445 0.0416 0.0621 0.2257
phi1.4 0.1590 0.1587 0.0449 0.0699 0.2457
phi1.10 -0.0744 -0.0740 0.0360 -0.1459 -0.0057
phi1.12 -0.1312 -0.1310 0.0372 -0.2063 -0.0579
phi2.2 0.3623 0.3621 0.0664 0.2334 0.4922
phi2.3 0.1775 0.1770 0.0656 0.0509 0.3061
phi2.12 -0.1700 -0.1707 0.0812 -0.3265 -0.0111
sigma^2 1 0.0273 0.0272 0.0019 0.0238 0.0313
simga^2 2 0.0626 0.0623 0.0057 0.0524 0.0747
r 0.0493 0.0486 0.0287 0.0023 0.0971
Lag choice :
1 2 3 4
Freq 0 0 2 9998
------------
The highest posterior prob. of lag is at : 4
DIC = -1508.73
dev.new(): using pdf(file="Rplots3.pdf")
dev.new(): using pdf(file="Rplots4.pdf")
dev.new(): using pdf(file="Rplots5.pdf")
>
> ## Comparison with DIC
>
> library(coda)
Error in library(coda) : there is no package called ‘coda’
Execution halted