trigSeasonal: Trigonometric seasonal component
In dajmcdon/myFKF: Fast Kalman Filtering and Smoothing
Description
Usage
Arguments
Details
Value
Description
Trigonometric seasonal component
Usage
1
trigSeasonal(parmlist)
Arguments
parmlist
A list of parameters as generated by parmList.
Details
This function generates state space model matrices related to an a
trigonometric seasonal component. The model has the form:
y(t) =
Z_gam * gam(t) + extra stuff
gam(t+1) = Tt_gam * gam(t) + R *
sig_omega
For a particular period (parmlist$period), this function produces
the appropriate model matrices above. Note that the size of the state
vector (related to the seasonal) is equal to the period. This can get
large.
Value
A list of matrices with components Z, Tt, Q, and
R.
dajmcdon/myFKF documentation built on May 3, 2019, 5:16 p.m.
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Description Usage Arguments Details Value
Description
Trigonometric seasonal component
Usage
1 | trigSeasonal(parmlist)
|
Arguments
parmlist |
A list of parameters as generated by |
Details
This function generates state space model matrices related to an a trigonometric seasonal component. The model has the form:
y(t) = Z_gam * gam(t) + extra stuff
gam(t+1) = Tt_gam * gam(t) + R * sig_omega
For a particular period (parmlist$period), this function produces
the appropriate model matrices above. Note that the size of the state
vector (related to the seasonal) is equal to the period. This can get
large.
Value
A list of matrices with components Z, Tt, Q, and
R.
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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