search for: dlmll

...een successful in at least mimicking the old project's plot and coming within reasonable range on the Mean Squared Errors and Median Absolute Deviations (for goodness of fit testing, etc...). The strange thing has been in calculating the Log Likelihood. Running it through the dlm package'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 =...

Hey all, I am trying to work under a State Space form, but I didn't get the help exactly. Have anyone eles used this functions? I was used to work with S-PLUS, but I have some codes I need to adpt. Thanks alot, Bernardo [[alternative HTML version deleted]]