Description Usage Arguments Value
Estimates the mean of the smoothing distributio at all times, by fixed-lag smoothing
1 | fixedlagsmoother(nparticles, lag, model, theta, observations)
|
nparticles |
a number of particles |
lag |
a lag value |
model |
a list representing a model, for instance as given by |
theta |
a parameter to give to the model functions |
observations |
a matrix of observations of size datalength x dimension(observation) |
a list with the estimator of the smoothing means, and the second moments of the smoothing distributions
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