search for: dlmfilterdf

...ckage's dlmLL method spits out an unusually large number compared with the old projects results (which was run on this Bayesian Analysis of Time Series (BATS) program). This is specifically for a second order polynomial DLM (linear trend model), whose filtered values were produced from a method dlmFilterDF (DF = discount factor) written by Giovanni Petris. A constant trend model will return values much closer to what I have expected (100s vs 4000-5000s). Same with the linear trend model if you plug in just the filtered plot values (i.e. if you ran the program, I ran filteredmodel$m[,1] for the Log l...