filter_ll: filter_ll
In andyhoegh/stat536: Dynamic Linear Models
Description
Usage
Arguments
Value
Description
This function simulates data from a DLM with a local level
Usage
1
filter_ll(y, mu0, C0, V, W)
Arguments
y
- observed time seris
mu0
- starting point for state
C0
- starting variance for state
V
- observation variance
W
- evolution variance
Value
a - evolution state mean
R - evolution state variance
f - predictive dist mean
Q - predictive dist variance
mu - filtered state mean
C - filtered state variance
andyhoegh/stat536 documentation built on May 3, 2019, 8:03 p.m.
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Description Usage Arguments Value
Description
This function simulates data from a DLM with a local level
Usage
1 | filter_ll(y, mu0, C0, V, W)
|
Arguments
y |
- observed time seris |
mu0 |
- starting point for state |
C0 |
- starting variance for state |
V |
- observation variance |
W |
- evolution variance |
Value
a - evolution state mean
R - evolution state variance
f - predictive dist mean
Q - predictive dist variance
mu - filtered state mean
C - filtered state variance
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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