update_model: Update the KFAS model

In drkowal/FDLM: A Bayesian Multivariate Functional Dynamic Linear Model

Description

Update the KFAS model using the given parameters, assuming a specific form.

Usage

update_model(pars, model, tau, f_p, orthogonalize)

Arguments

pars	vector of parameters
model	object of class SSModel() which should be updated
tau	vector of observation points (m-dimensional)
f_p	a function to compute the parametric component, which must return a m x K_p matrix for K_p the number of parametric curves; may include a (scalar) nonlinear parameter argument
orthogonalize	logical; when TRUE, orthogonalize the loading curve matrix

Value

The updated model

Note

This function is necessary for state space optimization (initialization)

drkowal/FDLM documentation built on May 20, 2019, 5:20 p.m.