block_superpos {kDGLM}

Auxiliary function for block superposition

Description

An auxiliary function for block superposition.

Usage

block_superpos(...)

Arguments

...

dlm_block: A sequence of block to be combine.

Details

Additional details can be found in West and Harrison (1997), section 6.2.

Value

The combined blocks as a dlm_block.

References

Mike West, Jeff Harrison (1997). Bayesian Forecasting and Dynamic Models (Springer Series in Statistics). Springer-Verlag. ISBN 0387947256.

See Also

Other auxiliary functions for structural blocks: TF_block(), block_mult(), block_rename(), harmonic_block(), intervention(), noise_block(), polynomial_block(), regression_block(), specify.dlm_block(), summary.dlm_block()

Examples

# Long way
level.1 <- polynomial_block(alpha1 = 1, order = 1)
level.2 <- polynomial_block(alpha2 = 1, order = 2)
season.2 <- harmonic_block(alpha2 = 1, period = 20)

final.block <- block_superpos(level.1, level.2, season.2)

# Short way
final.block <- polynomial_block(alpha1 = 1, order = 1) +
  polynomial_block(alpha2 = 1, order = 2) +
  harmonic_block(alpha2 = 1, period = 20)