| kalfil {season} | R Documentation |
Forward and Backward Sweep of the Kalman Filter
Description
Internal function to do a forward and backward sweep of the Kalman filter,
used by nscosinor. For internal use only.
Usage
kalfil(data, f, vartheta, w, tau, lambda, cmean)
Arguments
data |
a data frame. |
f |
vector of cycles in units of time. |
vartheta |
variance for noise. |
w |
variance of seasonal component. |
tau |
controls flexibility of trend and season. |
lambda |
distance between observations. |
cmean |
used to give a vague prior for the starting values. |
Author(s)
Adrian Barnett a.barnett@qut.edu.au
[Package season version 0.3.15 Index]