smoothing {kDGLM}

Auxiliary function for model smoothing

Description

Auxiliary function for model smoothing

Usage

smoothing(model)

Arguments

model

A fitted_dlm object.

Value

A fitted_dlm object with smoothed means (mts) and covariance matrix (Cts) for each observation.

See Also

Other auxiliary functions for fitted_dlm objects: coef.fitted_dlm(), eval_dlm_norm_const(), fit_model(), forecast.fitted_dlm(), simulate.fitted_dlm(), update.fitted_dlm()