mskf
Markov Switching Kalman Filter

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mskf-utilities: Utility Function For Handling And Manipulating 'mskfModel'...

mskf-utilities: Utility Function For Handling And Manipulating 'mskfModel'...
In mskf: Markov Switching Kalman Filter

Description Usage Arguments Value Note Author(s) References See Also Examples

Description

Extract model matrices from a mskfModel object. Assign values to model matrices in a mskfModel object.

Usage

1
2
3
paW(x)
paK(x)
paG(x)

Arguments

x

Object of class mskfModel

Value

Arrays with the model matrices.

Note

No further notes.

Author(s)

Raoul P. P. P. Grasman

References

Hamaker & Grasman (2012)

See Also

mskf, mskfModel, mskfModelSkeleton

Examples

1
2
x = list(paW=NA)
paW(x)

mskf documentation built on May 2, 2019, 6:47 p.m.

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