state.sizes {bsts}R Documentation

Compute state dimensions

Description

Returns a vector containing the size of each state component (i.e. the state dimension) in the state vector.

Usage

  StateSizes(state.specification)

Arguments

state.specification

A list containing state specification components, such as would be passed to bsts.

Value

A numeric vector giving the dimension of each state component.

Author(s)

Steven L. Scott steve.the.bayesian@gmail.com

Examples

    y <- rnorm(1000)
    state.specification <- AddLocalLinearTrend(list(), y)
    state.specification <- AddSeasonal(state.specification, y, 7)
    StateSizes(state.specification)

[Package bsts version 0.9.6 Index]