ssm_poly: n-th order polynomial SSM

In jrnold/yakf: Yet another Kalman Filter package

Description

The function creates an SSM object with an n-th order polynomial.

Usage

  ssm_poly(order = 1L, H = 1, Q = NULL, ...)

Arguments

order	integer Order of the polynomial model. order = 1 is a local level model, order = 2 is a local trend model.
GG	numeric Observation variance, G G' = σ^2.

Value

An object of class SSM.

See Also

Other create.SSM: ssm_reg

Examples

# local level model
ssm_poly(1, GG = 2)
# local trend model
ssm_poly(2, GG = 2)
# higer-order polynomial
ssm_poly(order = 5, GG = 3)

jrnold/yakf documentation built on May 20, 2019, 2:06 a.m.