# dlmSum: Outer sum of Dynamic Linear Models In dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

## Description

`dlmSum` creates a unique DLM out of two or more independent DLMs. `%+%` is an alias for `dlmSum`.

## Usage

 ```1 2``` ```dlmSum(...) x %+% y ```

## Arguments

 `...` any number of objects of class `dlm`, or a list of such objects. `x, y` objects of class `dlm`.

## Value

An object of class `dlm`, representing the outer sum of the arguments.

## Author(s)

Giovanni Petris [email protected]

## References

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).

## Examples

 ```1 2 3 4``` ```m1 <- dlmModPoly(2) m2 <- dlmModPoly(1) dlmSum(m1, m2) m1 %+% m2 # same thing ```

### Example output

```\$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
```

dlm documentation built on May 31, 2017, 2:44 a.m.