dlmLplCpp: C++ implementation of the dlm.lpl
In multdyn: Multiregression Dynamic Models
Description
C++ implementation of the dlm.lpl
Usage
1
dlmLplCpp(Yt_, Ft_, delta, m0_, CS0_, n0, d0)
Arguments
Yt_
the vector of observed time series
Ft_
the matrix of covariates
delta
discount factor
m0_
the value of the prior mean
CS0_
controls the scaling of the prior variance
n0
prior hypermarameter
d0
prior hypermarameter
multdyn documentation built on May 2, 2019, 3:43 p.m.
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Description
C++ implementation of the dlm.lpl
Usage
1 | dlmLplCpp(Yt_, Ft_, delta, m0_, CS0_, n0, d0)
|
Arguments
Yt_ |
the vector of observed time series |
Ft_ |
the matrix of covariates |
delta |
discount factor |
m0_ |
the value of the prior mean |
CS0_ |
controls the scaling of the prior variance |
n0 |
prior hypermarameter |
d0 |
prior hypermarameter |
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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