draw_trend_innovations: Draws (correlated) trend variances.
In sectorgap: Consistent Economic Trend Cycle Decomposition
View source: R/bayes_gibbs_steps.R
draw_trend_innovations R Documentation
Draws (correlated) trend variances.
Description
Draws (correlated) trend variances.
Usage
draw_trend_innovations(model, state, df_var, df_cov, df_prior)
Arguments
model
state space model object
state
time series matrix with states
df_var
data frame with trend and drift variance settings
df_cov
data frame with trend and drift covariance settings
df_prior
prior distribution matrix
Value
A named vector of drawn parameters.
sectorgap documentation built on May 29, 2024, 10:56 a.m.
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View source: R/bayes_gibbs_steps.R
| draw_trend_innovations | R Documentation |
Draws (correlated) trend variances.
Description
Draws (correlated) trend variances.
Usage
draw_trend_innovations(model, state, df_var, df_cov, df_prior)
Arguments
model |
state space model object |
state |
time series matrix with states |
df_var |
data frame with trend and drift variance settings |
df_cov |
data frame with trend and drift covariance settings |
df_prior |
prior distribution matrix |
Value
A named vector of drawn parameters.
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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