Displaying 1 result from an estimated 1 matches for "slpw".
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2011 Jul 29
0
dlmSum(...) and non-constant state space models
...> pos <- lm(pc[,2]~pc[,4])> > # set up SS models> ssm1 <- function(parm){+ rwdw <- dlmModPoly(order=2, + dV = exp(parm[1]), + dW = exp(parm[2:3]),+ m0 = c(coef(dr)[1],0), + C0 = diag(2)*10)+ slpw <- dlmModReg(X=pc[,3], + addInt = FALSE, + dV = exp(parm[4]), + dW = exp(parm[5]), + m0 = c(coef(dr)[2]), + C0 = diag(1)*10) + w <- rwdw + slpw+ + rwdd <- dlmModPoly(...