Description Usage Arguments Value Author(s) References Examples
dlmSum
creates a unique DLM out of two or more
independent DLMs. %+%
is an alias for dlmSum
.
1 2 |
... |
any number of objects of class |
x, y |
objects of class |
An object of class dlm
, representing the outer sum of the
arguments.
Giovanni Petris GPetris@uark.edu
Giovanni Petris (2010), An R Package for Dynamic Linear
Models. Journal of Statistical Software, 36(12), 1-16.
http://www.jstatsoft.org/v36/i12/.
Petris, Petrone, and Campagnoli, Dynamic Linear Models with
R, Springer (2009).
1 2 3 4 | m1 <- dlmModPoly(2)
m2 <- dlmModPoly(1)
dlmSum(m1, m2)
m1 %+% m2 # same thing
|
$FF
[,1] [,2] [,3]
[1,] 1 0 0
[2,] 0 0 1
$V
[,1] [,2]
[1,] 1 0
[2,] 0 1
$GG
[,1] [,2] [,3]
[1,] 1 1 0
[2,] 0 1 0
[3,] 0 0 1
$W
[,1] [,2] [,3]
[1,] 0 0 0
[2,] 0 1 0
[3,] 0 0 1
$m0
[1] 0 0 0
$C0
[,1] [,2] [,3]
[1,] 1e+07 0e+00 0e+00
[2,] 0e+00 1e+07 0e+00
[3,] 0e+00 0e+00 1e+07
$FF
[,1] [,2] [,3]
[1,] 1 0 0
[2,] 0 0 1
$V
[,1] [,2]
[1,] 1 0
[2,] 0 1
$GG
[,1] [,2] [,3]
[1,] 1 1 0
[2,] 0 1 0
[3,] 0 0 1
$W
[,1] [,2] [,3]
[1,] 0 0 0
[2,] 0 1 0
[3,] 0 0 1
$m0
[1] 0 0 0
$C0
[,1] [,2] [,3]
[1,] 1e+07 0e+00 0e+00
[2,] 0e+00 1e+07 0e+00
[3,] 0e+00 0e+00 1e+07
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