Q: I’ve had trouble setting up CARMA objects with real data. After defining a carma model carma.model, I call setYuima(data=setData(mydata), model=carma.model), and get the error message “Error in if (dim([email protected])[2] == 1){ : is of length zero”

A: It is important that you convert your data in an object of class matrix where the number of rows is the number of observations. 

 library(yuima)
 mydata0 <- matrix(rnorm(100)) 
 mydata <-setData(mydata0,delta = 1/100) 
 
# Delta must be small in order to ensure the asymptotic properties of qmle
 mymod <- setCarma(2,1)
 myyuima <- setYuima(data = mydata,model = mymod)
 
# If you work with time series  you can also use the ts object
 mydata1 <- setData(ts(mydata0,frequency = 100,start=0))
 mymod <- setCarma(2,1)
 myyuima1 <- setYuima(data = mydata1,model = mymod)
 
# or zoo
 mydata2 <- setData(zoo(mydata0,order.by = seq(0,1,length.out = 100)))
 plot(mydata2)
 mymod <- setCarma(2,1)
 myyuima2 <- setYuima(data = mydata2,model = mymod)

 

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