DLSSM.smooth | R Documentation |
Smoothing past estimated coefficients.
DLSSM.smooth(fit, prediction, prediction.var, filter, filter.var)
fit |
A object generated by function DLSSM() or DLSSM.init() |
prediction |
Matrix of all prediction coefficients |
prediction.var |
Array of all prediction covariance matrix |
filter |
Matrix of all filtering coefficients |
filter.var |
Array of all filtering covariance matrix |
Smoothed coefficients and corresponding covariance matrix.
smooth | Smooothed coefficients. |
smooth.var | Array of covariance matrix corresponding to smooth. |
Jiakun Jiang, Wei Yang, Stephen E. Kimmel and Wensheng Guo
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