DLSSM.smooth: Smooth state vector

View source: R/DLSSM.R

DLSSM.smoothR Documentation

Smooth state vector

Description

Smoothing past estimated coefficients.

Usage

DLSSM.smooth(fit, prediction, prediction.var, filter, filter.var)

Arguments

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

Value

Smoothed coefficients and corresponding covariance matrix.

smooth Smooothed coefficients.
smooth.var Array of covariance matrix corresponding to smooth.

Author(s)

Jiakun Jiang, Wei Yang, Stephen E. Kimmel and Wensheng Guo


jiakunj/DLSSM documentation built on Dec. 31, 2022, 2:18 p.m.