search for: dlmdvd2var

Displaying 2 results from an estimated 2 matches for "dlmdvd2var".

2018 Mar 26
0
"dlm" Package: Calculating State Confidence Intervals
...36 of them, then v comprises 3600 atomic components. The question is how to extract the variance of each state (6 states) in the 36 atomic components representing each time (1:100). Said differently, how do I extract the variance of each state (6 states) in the 6 x 6 matrix generated by the "dlmDvd2var" function in time t? Is this information provided in the diagonal elements, element (1,1) for state 1, element (2,2) for state 2, and so on? Thank you in advance. Ziad Elmously Kantar Disclaimer<http://www.kantar.com/disclaimer.html> [[alternative HTML version deleted]]
2018 Mar 28
0
"dlm" Package: Calculating State Confidence Intervals
...36 of them, then v comprises 3600 atomic components. The question is how to extract the variance of each state (6 states) in the 36 atomic components representing each time (1:100). Said differently, how do I extract the variance of each state (6 states) in the 6 x 6 matrix generated by the "dlmDvd2var" function in time t? Is this information provided in the diagonal elements, element (1,1) for state 1, element (2,2) for state 2, and so on? Thank you in advance. Ziad Elmously Kantar Disclaimer<http://www.kantar.com/disclaimer.html> [[alternative HTML version deleted]]