polytrendMod: Create an n-th order polynomial exDQLM component

In exdqlm: Extended Dynamic Quantile Linear Models

Create an n-th order polynomial exDQLM component

Description

The function creates an n-th order polynomial exDQLM component.

Usage

polytrendMod(order, m0, C0, backend = c("auto", "R", "cpp"))

Arguments

order	Numeric order n of the polynomial model.
m0	Optional numeric prior mean. Defaults to n \times 1 vector of zeros.
C0	Optional numeric prior covariance. Defaults to matrix 10^3 I_n.
backend	Backend selection for matrix construction: "auto" (default), "R", or "cpp".

Value

An object of class "exdqlm" containing the following:

• FF - n \times 1 observational vector.

• GG - n \times n evolution matrix.

• m0 - n \times 1 prior mean of the state vector.

• C0 - n \times n prior covariance matrix of the state vector.

Examples

# create a second order polynomial component
trend.comp = polytrendMod(2, rep(0, 2), 10*diag(2))

exdqlm documentation built on June 5, 2026, 1:06 a.m.