polytrendMod | R Documentation |
The function creates an n-th order polynomial exDQLM component.
polytrendMod(order, m0, C0)
order |
The order of the polynomial model. |
m0 |
Prior mean of the state vector. Default is 'm0 = rep(0,order)'. |
C0 |
Prior covariance of the state vector. Default is 'C0 = 1e3*diag(order)'. |
A list of the following:
FF - Observational vector.
GG - Evolution matrix.
m0 - Prior mean of the state vector.
C0 - Prior covariance of the state vector.
# create a second order polynomial component
trend.comp = polytrendMod(2,rep(0,2),10*diag(2))
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