parmList: Generate parameters for various univariate state-space...

Description Usage Arguments Value

Description

Generate parameters for various univariate state-space models.

Usage

1

Arguments

...

Named parameters for univariate state space models. These can be any of the following (defaults given)

sig2epsilon = 1, sig2xi = 1, sig2eta = 1, sig2omega = 1, sig2cycle = 1,d = 2, r = 2, constSlope = 0, nu = FALSE, phi1 = 1, phi2 = 1, period = 12, damp = 1, ccycle = double(2), obsConst = 0, timepoints = 1:100)

Generally, these are set by other functions (trendModelArb, unstrucSeasonal, trigSeasonal, tvarCycle, constCycle, or generateSSmodel.

Value

A list of parameters for use in generating certain kinds of univariate state space models.


dajmcdon/myFKF documentation built on May 3, 2019, 5:16 p.m.