search for: filteredmodel

...roduced 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 likelihood). What I am hoping to do is get an accurate read on the LL, which will then be wrapped in a logLik object and used to calculate the Akaike and Bayesian Information Criterion for further analysis under the stats4 package. Those who I am working with and a stats profess...