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my_dlmfilter
2012 Jan 23
0
problems with dlmBSample of the dlm package
...am trying to use the dlm package, and in particular the dlmBSample function.
For some reason that I am not able to understand, this function does not work properly and the plot of the result does not make sense, while dlmFilter works perfectly.
I think that my_mod is correct, because the output of my_dlmFilter$mod is fine. Where is my mistake or my misunderstanding?
This is the code:
function (orig_ts){
library(dlm)
dV_T <- 20000
dW_T <- c(100,10)
m0_T <- rep(0,2)
C0_T <- 10000*diag(nrow=2)
my_dlmModPoly <- dlmModPoly(order=2, dV_T, dW_T, m0_T, C0_T)
dV_S <- 20000
dW_S <- c(500,...