as_bssm {bssm}R Documentation

Convert KFAS Model to bssm Model

Description

Converts SSModel object of KFAS package to general bssm model of type ssm_ulg, ssm_mlg, ssm_ung or ssm_mng.

Usage

as_bssm(model, kappa = 100, ...)

Arguments

model

Object of class SSModel.

kappa

For SSModel object, a prior variance for initial state used to replace exact diffuse elements of the original model.

...

Additional arguments to model building functions of bssm (such as prior and updating functions).

Value

Object of class ssm_ulg, ssm_mlg, ssm_ung or ssm_mng.

Examples

library("KFAS")
  model_KFAS <- SSModel(Nile ~
    SSMtrend(1, Q = 2, P1 = 1e4), H = 2)
  model_bssm <- as_bssm(model_KFAS)  
  logLik(model_KFAS)
  logLik(model_bssm)


[Package bssm version 1.1.7-1 Index]