Trend: Specify the trend term in a DLM prior.

View source: R/SpecPrior-generators.R

TrendR Documentation

Specify the trend term in a DLM prior.

Description

Specify the prior for the initial values, and the prior for the standard deviation of the innovations in a DLM prior.

Usage

Trend(initial = Initial(), scale = HalfT())

Arguments

initial

An object of class Initial.

scale

An object of class HalfT.

Value

An object of class Trend

See Also

Trend is usually called as part of a call to function DLM.

Examples

Trend()
Trend(initial = Initial(mean = 0.05, sd = 0.1),
      scale = HalfT(scale = 0.5))

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