Dear R-Users, I'm using SSPIR package for a spatio-temporal application. Is it possible to modify the structure of the involved matrixes (Fmat, Gmat, Vmat,Wmat)? I want to create a model like this #y(t)=k*theta(t)+epsilon(t) #theta(t)=h*theta(t-1)+eta(t) #epsilon(t) N(0,V) V=sigma2*I #eta(t) N(0,W) W=sigma2_eta where the state variable theta has dimension 1(p=1) and at each time time the observed variable y has dimension equal to d=3. Moreover I want to use white noise errors. But with the command SS(y) where y is my nXd data matrix (d=observations at each time, n=numbers of time points) I obtain a different model. Can you help me please? Thanks in advance Michela
Dear R-Users, I'm using SSPIR package for a spatio-temporal application. Is it possible to modify the structure of the involved matrixes (Fmat, Gmat, Vmat,Wmat)? I want to create a model like this #y(t)=k*theta(t)+epsilon(t) #theta(t)=h*theta(t-1)+eta(t) #epsilon(t) N(0,V) V=sigma2*I #eta(t) N(0,W) W=sigma2_eta where the state variable theta has dimension 1(p=1) and at each time time the observed variable y has dimension equal to d=3. Moreover I want to use white noise errors. But with the command SS(y) where y is my nXd data matrix (d=observations at each time, n=numbers of time points) I obtain a different model. Can you help me please? Thanks in advance Michela