state {dse}R Documentation

Extract State

Description

Extract state information from estimated SS model.

Usage

    state(obj, smoother=FALSE, filter=!smoother)

Arguments

obj

An object of class ‘TSestModel’ with state information (filter or smoother) or containing an 'SS' model from which to estimate the state.

smoother

logical indicating if the smoother state should be returned.

.

filter

logical indicating if the filtered state should be returned.

.

Details

One and only one of smoother and filter should be TRUE).

Value

A time series matrix of the estimated state series.

See Also

smoother, SS, l.SS


[Package dse version 2020.2-1 Index]