Description Usage Arguments Details Value Note Examples
Simulate a state space system
1 | SS.sim(F, H, Q, R, length.out, beta0=0)
|
F |
The state matrix. A scalar, or vector of length d, or a d x d matrix. When scalar, |
H |
The measurement matrix. Must be n x d. |
Q |
The state variance. A scalar, or vector of length d, or a d x d matrix. When scalar, |
R |
The measurement variance. A scalar, or vector of length n, or an n x n matrix. When scalar, |
length.out |
Scalar integer. |
beta0 |
Initial state value. A scalar, or a vector of length d. |
H
is the master argument from which system dimensionality is determined.
A named list.
Beta |
A T x d matrix, the ith row of which is the state at time i. |
Y |
A T x n matrix, the ith row of which is the noiseless observation at time i. |
Z |
A T x n matrix, the ith row of which is the observation at time i. |
For a definition of the system of interest, please see SSsimple
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
Loading required package: mvtnorm
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.