R/H.omega.sincos.R

In SSsimple: State Space Models

Defines functions H.omega.sincos

Documented in H.omega.sincos

H.omega.sincos <-
function(x, u) {
    n <- length(x)
    d <- length(u)
    y <- rep(x, d)
    w <- rep(u, each=n)
    H <- matrix( NA, n, d*2 )
    H[ , seq(1, d*2, by=2)] <- sin(y*w)
    H[ , seq(2, d*2, by=2)] <- cos(y*w)
    return(H)
}

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