fast_smoother  R Documentation 
Methods for Kalman smoothing of the states. Function fast_smoother
computes only smoothed estimates of the states, and function
smoother
computes also smoothed variances.
fast_smoother(model, ...)
## S3 method for class 'lineargaussian'
fast_smoother(model, ...)
smoother(model, ...)
## S3 method for class 'lineargaussian'
smoother(model, ...)
model 
Model to be approximated. Should be of class

... 
Ignored. 
For nonGaussian models, the smoothing is based on the approximate Gaussian model.
Matrix containing the smoothed estimates of states, or a list with the smoothed states and the variances.
model < bsm_lg(Nile,
sd_level = tnormal(120, 100, 20, min = 0),
sd_y = tnormal(50, 50, 25, min = 0),
a1 = 1000, P1 = 200)
ts.plot(cbind(Nile, fast_smoother(model)), col = 1:2)
model < bsm_lg(Nile,
sd_y = tnormal(120, 100, 20, min = 0),
sd_level = tnormal(50, 50, 25, min = 0),
a1 = 1000, P1 = 500^2)
out < smoother(model)
ts.plot(cbind(Nile, out$alphahat), col = 1:2)
ts.plot(sqrt(out$Vt[1, 1, ]))
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