set.seed(8675309) library(bsts) data(goog) ## This works ## ss0 <- AddSemilocalLinearTrend(list(), as.numeric(goog)) ## model0 <- bsts(as.numeric(goog), ss0, niter = 50) # This example has lots of missing data but no timestamps ## pattern <- c(T, T, T, T, T, F, F) ## pattern <- rep(pattern, len = (7/5) * length(goog)) ## if (sum(pattern) > length(goog)) { ## pattern <- head(pattern, -(sum(pattern) - length(goog))) ## } ## extended.goog <- rep(NA, length(pattern)) ## extended.goog[pattern] <- goog ## ss1 <- AddSemilocalLinearTrend(list(), extended.goog) ## model1 <- bsts(extended.goog, ss1, niter = 50) ## This does not. goog <- zoo(as.numeric(goog), index(goog)) ss <- AddSemilocalLinearTrend(list(), goog) model <- bsts(goog, ss, niter = 50)