Displaying 2 results from an estimated 2 matches for "dlmbsampl".
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dlmbsample
2012 Jan 23
0
problems with dlmBSample of the dlm package
Dear R users,
I am trying to use the dlm package, and in particular the dlmBSample function.
For some reason that I am not able to understand, this function does not work properly and the plot of the result does not make sense, while dlmFilter works perfectly.
I think that my_mod is correct, because the output of my_dlmFilter$mod is fine. Where is my mistake or my misunderstandi...
2014 Jan 08
0
Strange behaviour of `dlm` package
...ular 'V' has been slightly perturbed to make it
nonsingular
fit$conv
dlmTsdata <- buildfun(fit$par)
tsdataFilter <- dlmFilter(tsdata, mod=dlmTsdata)
tsdataSmooth <- dlmSmooth(tsdata, mod=dlmTsdata)
plot(tsdata, lwd=2)
for (i in 1:10)
lines(lty=6, col="blue", dropFirst(dlmBSample(tsdataFilter))[,1])
# looks ok!
tsdataForecast <- dlmForecast(tsdataFilter, nAhead=20)
sqrtR <- sapply(tsdataForecast$R, function(x) sqrt(x[1,1]))
pl <- tsdataForecast$a[,1] + qnorm(0.05, sd= sqrtR)
pu <- tsdataForecast$a[,1] + qnorm(0.95, sd= sqrtR)
x <- ts.union(tsdata,tsdataSm...