dlmxFilter: Filter a dlm
In hojsgaard/dlmextra: Extra functionality to the dlm package
Description
Usage
Arguments
Value
Author(s)
Description
A wrapper for dlmFilter
Not many details for now
A wrapper for dlmFilter but restricted to using R code
in the filter.
Usage
1
dlmxFilter(y, object, simplify = FALSE)
Arguments
y
The data. ‘y’ can be a vector, a matrix, a univariate or
multivariate time series.
object
An object of class ‘dlm’, or a list with components ‘m0’,
‘C0’, ‘FF’, ‘V’, ‘GG’, ‘W’, and optionally ‘JFF’, ‘JV’,
‘JGG’, ‘JW’, and ‘X’, defining the model and the parameters
of the prior distribution.
simplify
FALSE
Value
Same as when calling dlmFilter
Same as when calling dlmFilter
Author(s)
Søren Højsgaard
Søren Højsgaard
hojsgaard/dlmextra documentation built on Dec. 3, 2020, 12:39 p.m.
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.
Description Usage Arguments Value Author(s)
Description
A wrapper for dlmFilter
Not many details for now
A wrapper for dlmFilter but restricted to using R code in the filter.
Usage
1 | dlmxFilter(y, object, simplify = FALSE)
|
Arguments
y |
The data. ‘y’ can be a vector, a matrix, a univariate or multivariate time series. |
object |
An object of class ‘dlm’, or a list with components ‘m0’, ‘C0’, ‘FF’, ‘V’, ‘GG’, ‘W’, and optionally ‘JFF’, ‘JV’, ‘JGG’, ‘JW’, and ‘X’, defining the model and the parameters of the prior distribution. |
simplify |
FALSE |
Value
Same as when calling dlmFilter
Same as when calling dlmFilter
Author(s)
Søren Højsgaard
Søren Højsgaard
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.
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.