| dlmLplCpp {DGM} | R Documentation |
C++ implementation of the dlm.lpl
Description
C++ implementation of the dlm.lpl
Usage
dlmLplCpp(Yt_, Ft_, delta, m0_, CS0_, n0, d0)
Arguments
Yt_ |
the vector of observed time series |
Ft_ |
the matrix of covariates |
delta |
discount factor |
m0_ |
the value of the prior mean |
CS0_ |
controls the scaling of the prior variance |
n0 |
prior hypermarameter |
d0 |
prior hypermarameter |
[Package DGM version 1.7.4 Index]