Description Usage Arguments Value

Implements a Kalman for dynamic factor model.

1 |

`initx` |
Initial value for state space observations |

`initV` |
Initial value for state covariance |

`x` |
Observation matrix |

`A` |
State space matrix |

`C` |
System matrix |

`R` |
State space covariance |

`Q` |
System covariance |

Filtered state space variable and its covariance matrix as well as their forecast for next period for further iterations

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.