smoother: Kalman Smoothing

Description Usage Arguments Details Value

View source: R/smoother.R

Description

Methods for Kalman smoothing of the states. Function fast_smoother computes only smoothed estimates of the states, and function smoother computes also smoothed variances.

Usage

1
2
3
fast_smoother(model, ...)

smoother(model, ...)

Arguments

model

Model model.

...

Ignored.

Details

For non-Gaussian models, the smoothing is based on the approximate Gaussian model.

Value

Matrix containing the smoothed estimates of states, or a list with the smoothed states and the variances.


bssm documentation built on April 13, 2021, 5:07 p.m.