dlmSum: Outer sum of Dynamic Linear Models

Description Usage Arguments Value Author(s) References Examples

Description

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

Usage

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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

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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.