update_struct: Update parameters for warpDLM model with trend DLM
In countSTAR: Flexible Modeling of Count Data
update_struct R Documentation
Update parameters for warpDLM model with trend DLM
Description
This function serves to update the warpDLM variance parameters
when the underlying DLM is a structural model (i.e. local level
or local linear trend). It assumes a Unif(0,A=10^4) prior on all
standard deviations.
Usage
update_struct(fit, z_star, theta)
Arguments
fit
the KFAS model object describing the DLM
z_star
the latest draw of z*
theta
the latest draw of the latent state(s) theta
Value
A KFAS model object (of class SSModel) updated with the newly
sampled variance parameters
countSTAR documentation built on July 9, 2023, 5:12 p.m.
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| update_struct | R Documentation |
Update parameters for warpDLM model with trend DLM
Description
This function serves to update the warpDLM variance parameters when the underlying DLM is a structural model (i.e. local level or local linear trend). It assumes a Unif(0,A=10^4) prior on all standard deviations.
Usage
update_struct(fit, z_star, theta)
Arguments
fit |
the KFAS model object describing the DLM |
z_star |
the latest draw of z* |
theta |
the latest draw of the latent state(s) theta |
Value
A KFAS model object (of class SSModel) updated with the newly sampled variance parameters
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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