DLMS: Short version of 'DLM' function for creating Dynamic Linear...

In StatisticsNZ/demest: Bayesian Demographic Estimation and Forecasting

Short version of 'DLM' function for creating Dynamic Linear Model priors

Description

WARNING - THIS FUNCTION IS EXPERIMENTAL. THE INTERFACE IS NOT YET FINALISED.

Usage

DLMS(l = TRUE, t = TRUE, d = TRUE, scale)

Arguments

l	Logical. If TRUE (the default), the model includes a level term.
t	Logical. If TRUE (the default), the model includes a trend term.
d	Logical. If TRUE (the default), the model is damped, using the defaults for Damp.
scale	A positive number. The value of the scale parameter to be used in the priors for standard deviations in level, trend, and error terms.

Value

An object of class SpecDLM.

Examples

DLMS(scale = 0.1)
## identical to
DLM(level = Level(scale = HalfT(scale = 0.1)),
    trend = Trend(scale = HalfT(scale = 0.1)),
    error = Error(scale = HalfT(scale = 0.1)))

DLMS(t = FALSE, d = FALSE, scale = 0.1)
## identical to
DLM(level = Level(scale = HalfT(scale = 0.1)),
    trend = NULL,
    damp = NULL,
    error = Error(scale = HalfT(scale = 0.1)))

StatisticsNZ/demest documentation built on Nov. 2, 2023, 7:56 p.m.