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ss1
2011 Jul 29
0
dlmSum(...) and non-constant state space models
...){return(c(NA,x[1:(length(x)-1)]))}> pc[,5] <- lagr(pc[,4])> names(pc) <- c("b","d","p","w","w1")> pc <- ts(pc, start=1650, frequency=1)> dr <- lm(pc[,4]~pc[,3])> 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,...