Description Usage Arguments Value
EM algorithm for estimation of system variance in Gaussian SSM
1 | EM(mod, fdlm1, sdlm1, Wm)
|
mod |
Set of parameters needed in the GSSM model. |
fdlm1 |
Output information of filtering the GSSM using the function DLMfilter. |
sdlm1 |
Output information of smoothing the GSSM using the function Smoother. |
Wm |
Updated system variance of the GSSM. |
Updated information of system variance W
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