FF: Components of a dlm object

In dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

Components of a dlm object

Description

Functions to get or set specific components of an object of class dlm

Usage

## S3 method for class 'dlm'
FF(x)
## S3 replacement method for class 'dlm'
FF(x) <- value
## S3 method for class 'dlm'
V(x)
## S3 replacement method for class 'dlm'
V(x) <- value
## S3 method for class 'dlm'
GG(x)
## S3 replacement method for class 'dlm'
GG(x) <- value
## S3 method for class 'dlm'
W(x)
## S3 replacement method for class 'dlm'
W(x) <- value
## S3 method for class 'dlm'
m0(x)
## S3 replacement method for class 'dlm'
m0(x) <- value
## S3 method for class 'dlm'
C0(x)
## S3 replacement method for class 'dlm'
C0(x) <- value
## S3 method for class 'dlm'
JFF(x)
## S3 replacement method for class 'dlm'
JFF(x) <- value
## S3 method for class 'dlm'
JV(x)
## S3 replacement method for class 'dlm'
JV(x) <- value
## S3 method for class 'dlm'
JGG(x)
## S3 replacement method for class 'dlm'
JGG(x) <- value
## S3 method for class 'dlm'
JW(x)
## S3 replacement method for class 'dlm'
JW(x) <- value
## S3 method for class 'dlm'
X(x)
## S3 replacement method for class 'dlm'
X(x) <- value

Arguments

x	an object of class dlm.
value	a numeric matrix (or vector for m0).

Details

Missing or infinite values are not allowed in value. The dimension of value must match the dimension of the current value of the specific component in x

Value

For the assignment forms, the updated dlm object.

For the other forms, the specific component of x.

Author(s)

Giovanni Petris [e-mail]

See Also

dlm

Examples

set.seed(222)
mod <- dlmRandom(5, 6)
all.equal( FF(mod), mod$FF )
all.equal( V(mod), mod$V )
all.equal( GG(mod), mod$GG )
all.equal( W(mod), mod$W )
all.equal( m0(mod), mod$m0 )
all.equal( C0(mod), mod$C0)
m0(mod)
m0(mod) <- rnorm(6)
C0(mod)
C0(mod) <- rwishart(10, 6)
### A time-varying model
mod <- dlmModReg(matrix(rnorm(10), 5, 2))
JFF(mod)
X(mod)

dlm documentation built on Sept. 21, 2024, 9:06 a.m.