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inst/doc/stsm-intro.R
In stsm: Structural Time Series Models
### R code from vignette source 'stsm-intro.Rnw'
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### code chunk number 1: stsm-intro.Rnw:42-46
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library("stsm")
m <- stsm.model(model = "BSM", y = log(AirPassengers), transPars = "StructTS")
res <- maxlik.td.optim(m = m, KF.args = list(P0cov = TRUE), method = "L-BFGS-B")
round(get.pars(res$model) * 10000, 3)
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stsm documentation built on May 2, 2019, 7:39 a.m.
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### R code from vignette source 'stsm-intro.Rnw'
### Encoding: UTF-8
###################################################
### code chunk number 1: stsm-intro.Rnw:42-46
###################################################
library("stsm")
m <- stsm.model(model = "BSM", y = log(AirPassengers), transPars = "StructTS")
res <- maxlik.td.optim(m = m, KF.args = list(P0cov = TRUE), method = "L-BFGS-B")
round(get.pars(res$model) * 10000, 3)
Try the stsm package in your browser
Any scripts or data that you put into this service are public.
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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