init: Initial conditions for Kalman filter
In gallegoj/tfarima: Transfer Function and ARIMA Models
init R Documentation
Initial conditions for Kalman filter
Description
init provides starting values to initialise the Kalman filter
Usage
init(mdl, ...)
## S3 method for class 'stsm'
init(mdl, ...)
Arguments
mdl
an object of class stsm.
...
additional arguments.
Value
An list with the initial state and its covariance matrix.
gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.
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| init | R Documentation |
Initial conditions for Kalman filter
Description
init provides starting values to initialise the Kalman filter
Usage
init(mdl, ...)
## S3 method for class 'stsm'
init(mdl, ...)
Arguments
mdl |
an object of class |
... |
additional arguments. |
Value
An list with the initial state and its covariance matrix.
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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