plus-exdqlm: Addition for 'exdqlm' objects

+.exdqlmR Documentation

Addition for exdqlm objects

Description

Combines two state space blocks into a single state space model for an exDQLM.

Usage

## S3 method for class 'exdqlm'
m1 + m2

Arguments

m1

object of class "exdqlm" containing the first model to be combined.

m2

object of class "exdqlm" containing the second model to be combined.

Value

A object of class "exdqlm" containing the new combined state space model components:

  • FF - Observational vector.

  • GG - Evolution matrix.

  • m0 - Prior mean of the state vector.

  • C0 - Prior covariance of the state vector.

Examples

trend.comp = polytrendMod(2,rep(0,2),10*diag(2))
seas.comp = seasMod(365,c(1,2,4),C0=10*diag(6))
model = trend.comp + seas.comp


exdqlm documentation built on Feb. 8, 2026, 1:06 a.m.