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orig_to
2012 Jan 23
0
problems with dlmBSample of the dlm package
...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(500,0,0)
m0_S <- rep(0,3)
C0_S <- 10000*diag(nrow=3)
my_dlmModSeas <- dlmModSeas(frequency=...