Displaying 2 results from an estimated 2 matches for "7bt".
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7b
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)
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sSvC+Vl2BcbZ5cYNTXqe9YFPbZFpdJ+VcWftPJHuyFK9meIrn33U6zOyt9c7Gbvs+hYJQvoW
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bbXUjtLbo8yimDZ4HN1LrAqoE4juOfRdgzqrG159A7pUm9GN5qiL1o7p1JHt6jB8rfqFr6O+
SqbObrQNcSIJJNLycn...