ssm_samples: Generate Samples from a State Space Models
In jrnold/yakf: Yet another Kalman Filter package
Description
Usage
Arguments
Value
See Also
Description
Generate sample states and observations from a
"SSM" object.
Usage
1
ssm_samples(object, n = NULL, a1 = NULL)
Arguments
object
SSM object which specifies the state
space model from which the samples will be drawn.
n
numeric Number of samples to draw. Only
needed, and used, if SSM is time-invariant.
object must have time-varying parameters.
a1
numeric Initial state. If missing, a
random initial state is drawn from the distribution of
the initial state in object.
Value
An object of class SsmSamples
containing the sampled states and observations.
See Also
jrnold/yakf documentation built on May 20, 2019, 2:06 a.m.
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Description Usage Arguments Value See Also
Description
Generate sample states and observations from a
"SSM" object.
Usage
1 | ssm_samples(object, n = NULL, a1 = NULL)
|
Arguments
object |
|
n |
|
a1 |
|
Value
An object of class SsmSamples
containing the sampled states and observations.
See Also
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.
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