ks: Kalman smoother for STS models
In gallegoj/tfarima: Transfer Function and ARIMA Models
ks R Documentation
Kalman smoother for STS models
Description
ks computes smoothed states and their covariance matrices.
Usage
ks(mdl, ...)
## S3 method for class 'stsm'
ks(mdl, x1 = NULL, P1 = NULL, ...)
Arguments
mdl
an object of class stsm.
...
additional arguments.
x1
initial state vector.
P1
covariance matrix of x1.
Value
An list with the smoothed states and their covariance matrices.
gallegoj/tfarima documentation built on March 31, 2024, 10:32 a.m.
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| ks | R Documentation |
Kalman smoother for STS models
Description
ks computes smoothed states and their covariance matrices.
Usage
ks(mdl, ...)
## S3 method for class 'stsm'
ks(mdl, x1 = NULL, P1 = NULL, ...)
Arguments
mdl |
an object of class |
... |
additional arguments. |
x1 |
initial state vector. |
P1 |
covariance matrix of x1. |
Value
An list with the smoothed states and their covariance matrices.
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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