Trend-class: An S4 class to specify the trend term in a DLM prior.

Trend-classR Documentation

An S4 class to specify the trend term in a DLM prior.

Description

An object of class Trend is used to specify the trend term in a DLM prior.

Slots

ADelta

Scale for half-t prior for standard deviation of innovations.

ADelta0

Standard deviation of the normal prior for the first trend term.

meanDelta0

Mean of the normal prior for the first trend term. Defaults to 0.

multDelta

Multiplier applied to codeADelta.

multDelta0

Multiplier applied to codeADelta0.

nuDelta

Degrees of freedom for half-t prior for standard deviation of innovations.

omegaDeltaMax

Maximum value for standard deviation of innovations.

Warning

In normal usage, it should not be necessary to access, or even know about, the slots of a Trend object. The slots are not part of the API of the package, and may change in future.

See Also

Objects of class Trend are created by calls to function Trend.


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