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my_dlmbsample
2012 Jan 23
0
problems with dlmBSample of the dlm package
...<- dlmModPoly(order=2, dV_T, dW_T, m0_T, C0_T)
dV_S <- 20000
dW_S <- c(500,0,0)
m0_S <- rep(0,3)
C0_S <- 10000*diag(nrow=3)
my_dlmModSeas <- dlmModSeas(frequency=4, dV_S, dW_S, m0_S, C0_S)
my_mod <- my_dlmModPoly + my_dlmModSeas
my_dlmFilter <- dlmFilter(orig_ts, my_mod)
my_dlmBSample <- dlmBSample(my_dlmFilter[-1])
plot(orig_ts, type = 'o', ylim=c(-200, 550))
lines(my_dlmFilter$f[-1], col=2)
lines(my_dlmFilter$m[-1], col=3)
lines(my_dlmBSample, col=4)
result <- list(my_dlmFilter, my_dlmBSample)
result
}
Thank you for your attention
Stefano
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