sim_locallevel: sim_locallevel

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.