dlmMod: Create state space model of exDQLM from DLM
In exdqlm: Extended Dynamic Quantile Linear Models
dlmMod R Documentation
Create state space model of exDQLM from DLM
Description
The function creates a state space model of an exDQLM from "dlm" object.
Usage
dlmMod(m)
Arguments
m
An object of class "dlm" representing the DLM version of the desired exDQLM state space model. Only time-invariant dlm objects are currently considered.
Value
List containing only the components of m needed for the exDQLM state space model.
Examples
library(dlm)
m = dlmModPoly(order=2,C0=10*diag(2)) + dlmModTrig(365,2,C0=10*diag(4))
model = dlmMod(m)
exdqlm documentation built on Feb. 16, 2023, 7:29 p.m.
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| dlmMod | R Documentation |
Create state space model of exDQLM from DLM
Description
The function creates a state space model of an exDQLM from "dlm" object.
Usage
dlmMod(m)
Arguments
m |
An object of class " |
Value
List containing only the components of m needed for the exDQLM state space model.
Examples
library(dlm) m = dlmModPoly(order=2,C0=10*diag(2)) + dlmModTrig(365,2,C0=10*diag(4)) model = dlmMod(m)
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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