combineMods: Combines state space blocks of an exDQLM

In exdqlm: Extended Dynamic Quantile Linear Models

Combines state space blocks of an exDQLM

Description

The function combines two models into a single state space model for an exDQLM.

Usage

combineMods(m1, m2)

Arguments

m1	List containing the first model to be combined.
m2	List containing the second model to be combined.

Value

List containing the new combined state space model components.

Examples

trend.comp = polytrendMod(2,rep(0,2),10*diag(2))
seas.comp = seasMod(365,c(1,2,4),C0=10*diag(6))
model = combineMods(trend.comp,seas.comp)
# using dlm package
library(dlm)
model = combineMods(dlmModPoly(order=2,C0=10*diag(2)),dlmModTrig(365,2,C0=10*diag(4)))

exdqlm documentation built on Feb. 16, 2023, 7:29 p.m.