Damp-class: S4 classes to specify damping terms in DLM priors.
In StatisticsNZ/demest: Bayesian Demographic Estimation and Forecasting
Damp-class R Documentation
S4 classes to specify damping terms in DLM priors.
Description
Priors specified using DLM can include damping terms. The
coefficient can be supplied and treated as known, in which case an object
of class DampKnown is used. Alternatively, the coefficient can be
estimated from the data, using a beta prior, in which case an object
of class DampUnknown is used. Damp is a virtual superclass
for DampKnown and DampUnknown.
Slots
phiCoefficient, which must be between 0 and 1.
minPhiMinimum value for coefficient.
maxPhiMaximum value for coefficient.
shape1PhiFirst 'sample size' parameter in beta
prior for coefficient.
shape2PhiSecond 'sample size' parameter in beta
prior for coefficient.
Warning
In normal usage, it should not be necessary to
access, or even know about, the slots of a
Damp object. The slots are not part of
the API of the package, and may change in future.
See Also
Objects of class Damp are created by a call to function
Damp.
StatisticsNZ/demest documentation built on Nov. 2, 2023, 7:56 p.m.
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| Damp-class | R Documentation |
S4 classes to specify damping terms in DLM priors.
Description
Priors specified using DLM can include damping terms. The
coefficient can be supplied and treated as known, in which case an object
of class DampKnown is used. Alternatively, the coefficient can be
estimated from the data, using a beta prior, in which case an object
of class DampUnknown is used. Damp is a virtual superclass
for DampKnown and DampUnknown.
Slots
phiCoefficient, which must be between 0 and 1.
minPhiMinimum value for coefficient.
maxPhiMaximum value for coefficient.
shape1PhiFirst 'sample size' parameter in beta prior for coefficient.
shape2PhiSecond 'sample size' parameter in beta prior for coefficient.
Warning
In normal usage, it should not be necessary to
access, or even know about, the slots of a
Damp object. The slots are not part of
the API of the package, and may change in future.
See Also
Objects of class Damp are created by a call to function
Damp.
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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