dot-SSresultsBayesian: Computes additional results of the Kalman filter and smoother...
In RGAP: Production Function Output Gap Estimation
.SSresultsBayesian R Documentation
Computes additional results of the Kalman filter and smoother for Bayesian output.
Description
Computes additional results of the Kalman filter and smoother for Bayesian output.
Usage
.SSresultsBayesian(model, HPDIprob, state, obsFitted, FUN)
Arguments
model
The return object of the function fitSSM from the package KFAS.
HPDIprob
A numeric in the interval (0,1) specifying the target probability
of the highest posterior density intervals. The default is HPDIprob = 0.9. Only
used if method = "bayesian".
state
An array with the smoothed state.
obsFitted
An array with the fitted observables.
RGAP documentation built on Nov. 2, 2023, 6:02 p.m.
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| .SSresultsBayesian | R Documentation |
Computes additional results of the Kalman filter and smoother for Bayesian output.
Description
Computes additional results of the Kalman filter and smoother for Bayesian output.
Usage
.SSresultsBayesian(model, HPDIprob, state, obsFitted, FUN)
Arguments
model |
The return object of the function |
HPDIprob |
A numeric in the interval |
state |
An array with the smoothed state. |
obsFitted |
An array with the fitted observables. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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