dlm {dlm} | R Documentation |
The function dlm
is used to create Dynamic Linear Model objects.
as.dlm
and is.dlm
coerce an object to a Dynamic Linear
Model object and test whether an object is a Dynamic Linear Model.
dlm(...) as.dlm(obj) is.dlm(obj)
... |
list with named elements |
obj |
an arbitrary R object. |
The function dlm
is used to create Dynamic Linear Model
objects. These are lists with the named elements described above and
with class of "dlm"
.
Class "dlm"
has a number of methods. In particular, consistent
DLM can be added together to produce another DLM.
For dlm
, an object of class "dlm"
.
Giovanni Petris GPetris@uark.edu
Giovanni Petris (2010), An R Package for Dynamic Linear
Models. Journal of Statistical Software, 36(12), 1-16.
http://www.jstatsoft.org/v36/i12/.
Petris, Petrone, and Campagnoli, Dynamic Linear Models with
R, Springer (2009).
West and Harrison, Bayesian forecasting and
dynamic models (2nd ed.), Springer (1997).
dlmModReg
, dlmModPoly
,
dlmModARMA
, dlmModSeas
, to create
particular objects of class "dlm"
.
## Linear regression as a DLM x <- matrix(rnorm(10),nc=2) mod <- dlmModReg(x) is.dlm(mod) ## Adding dlm's dlmModPoly() + dlmModSeas(4) # linear trend plus quarterly seasonal component