tsconvert: Convert an estimated model to DLM

In tsmodels/tsforeign: Interface To Other Packages

Convert an estimated model to DLM

Description

Converts an estimated BSTS object to a DLM object.

Usage

## S3 method for class 'bsts.estimate'
tsconvert(
  object,
  to = "dlm",
  draw = "mean",
  burn = SuggestBurn(0.1, object$model),
  ...
)

Arguments

object	tsconvert an object of class “bsts.estimate”.
to	class to convert to. Currently only DLM supported, but KFAS may be added in the future.
draw	either an integer or “mean”, after eliminating any burn draws, representing what part of the distribution to convert.
burn	draws to burn.
...	not currently used.

tsmodels/tsforeign documentation built on June 22, 2022, 2:09 p.m.