Compute the fitted values of a fully observed process, which can also serve as an approximation to those of an underreported process which is approximated by the given fully observed process.
1 | compute_fitted_values_tv(observed, lambda1_Y, nu_Y, phi_Y, kappa_Y)
|
observed |
The observed sequence of counts |
lambda1_Y |
initial value for lambda |
nu_Y, phi_Y, kappa_Y |
the time-varying parameters of the model
( |
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