search for: 7bt

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2011 Jun 07
2
Setting up a State Space Model in dlm
...pi and U?observed, a and b fixed coefficients, and e a well-behaved error term (gaussian, say, variance unknown). The object of interest is the unobserved?and time-varying component?UN which evolves according to UN[t] = UN[t-1] + w[t] (see http://chart.apis.google.com/chart?cht=tx&chl=U%5EN_%7Bt%7D%20=%20U%5EN_%7Bt-1%7D%20%2B%20%5Cepsilon_t for a pretty version) that is, a random walk with well-behaved error term?with?var(w)?known (or assumed). I'm interested in the estimates of a and b and also in estimating the time series of UN. Note that the term b*(U[t] - UN[t]) makes this a non...
2008 May 21
0
Errors in using gdb (PR#11496)
...46wqu54fg9VVLcgS6feP0ko6Tkgr6e3TRhTa8uJ/eRXL40tusUexvVfOZ9udLUTHQiMnRm0G r3dVm9JoKp/O6105CfVoLp3VjYvLd2n76t0wcpDV50afmYtPZEC/6uWVIuFHL7veh0g+V5ee XiJVHXP21D7TrO4rpjHQOPs6WSK7r5NGlme0w5ycmbdvnPWL0dnAZObVWew6CrK6NJR6HidZ XVaN/uaLOqZxFYiU8sVh4zVVG02NRqtY3bC879r0NVp1U8Yc+GTLqXbDBY0+2cfqdodZX206 m6LRhzt7BtvIschk727nsz54XiyWF8lkQVYvZY0FsrreN9p+Nt2TY3yw71Psr7409I4Eq9vH sSvC+Vl2BcbZ5cYNTXqe9YFPbZFpdJ+VcWftPJHuyFK9meIrn33U6zOyt9c7Gbvs+hYJQvoW 6dLXt+g+WOmdM7zWTlYPVp/RIfvqS8U/6M9bfayul9RgdeVzk8lkbRrVt9MVz37dCxKwCmJ+ bbXUjtLbo8yimDZ4HN1LrAqoE4juOfRdgzqrG159A7pUm9GN5qiL1o7p1JHt6jB8rfqFr6O+ SqbObrQNcSIJJNLycn...