sim_locallevel: sim_locallevel
In andyhoegh/stat536: Dynamic Linear Models
Description
Usage
Arguments
Value
Description
This function simulates data from a DLM with a local level
Usage
1
sim_locallevel(num.pts, V, W, mu.0)
Arguments
num.pts
- number of time points
V
- observation variance
W
- evolution variance
mu.0
- starting point for state: default is 0
Value
y - observed value
mu - latent state
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 | sim_locallevel(num.pts, V, W, mu.0)
|
Arguments
num.pts |
- number of time points |
V |
- observation variance |
W |
- evolution variance |
mu.0 |
- starting point for state: default is 0 |
Value
y - observed value
mu - latent state
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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