Description Usage Arguments Details Value Author(s) References See Also Examples

The function `dlm`

is used to create Dynamic Linear Model objects.
`as.dlm`

and `is.dlm`

coerce an object to a Dynamic Linear
Model object and test whether an object is a Dynamic Linear Model.

1 2 3 |

`...` |
list with named elements |

`obj` |
an arbitrary |

The function `dlm`

is used to create Dynamic Linear Model
objects. These are lists with the named elements described above and
with class of `"dlm"`

.

Class `"dlm"`

has a number of methods. In particular, consistent
DLM can be added together to produce another DLM.

For `dlm`

, an object of class `"dlm"`

.

Giovanni Petris [email protected]

Giovanni Petris (2010), An R Package for Dynamic Linear
Models. Journal of Statistical Software, 36(12), 1-16.
http://www.jstatsoft.org/v36/i12/.

Petris, Petrone, and Campagnoli, Dynamic Linear Models with
R, Springer (2009).

West and Harrison, Bayesian forecasting and
dynamic models (2nd ed.), Springer (1997).

`dlmModReg`

, `dlmModPoly`

,
`dlmModARMA`

, `dlmModSeas`

, to create
particular objects of class `"dlm"`

.

1 2 3 4 5 6 7 | ```
## Linear regression as a DLM
x <- matrix(rnorm(10),nc=2)
mod <- dlmModReg(x)
is.dlm(mod)
## Adding dlm's
dlmModPoly() + dlmModSeas(4) # linear trend plus quarterly seasonal component
``` |

dlm documentation built on May 30, 2017, 3:37 a.m.

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