Nothing
`smoothing` <-
function(ss) {
m <- ss$m
C <- ss$C
m0<- ss$m0
C0<- ss$C0
d <- ss$d
nobs <- ss$n
mu <- matrix(NA, nobs, d)
mu[nobs,] <- t(ss$Fmat) %*% m[nobs,]
for (tt in (nobs-1):1) {
if (ss$p == 1)
nextstep <-
smootherstep.uni(
m[tt,],
C[[tt]],
ss$Gmat,
ss$Wmat,
m[tt+1,],
C[[tt+1]])
else
nextstep <-
smootherstep(
matrix(m[tt,],nrow=1),
C[[tt]],
ss$Gmat,
ss$Wmat,
matrix(m[tt+1,],nrow=1),
C[[tt+1]])
m[tt,] <- nextstep$ms
C[[tt]] <- nextstep$Cs
mu[tt,] <- t(ss$Fmat) %*% m[tt,]
}
ss$m0 <- m0
ss$C0 <- C0
if (is.ts(ss$Z)) ss$m <- ts(m,start(ss$z),end=end(ss$z),frequency=frequency(ss$z))
else
ss$m <- m
ss$C <- C
ss$mu <- mu
ss
}
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