list with named elements m0
,
C0
, FF
, V
, GG
, W
and,
optionally,
JFF
, JV
, JGG
, JW
, and
X
. The first six are the usual vector and matrices that define
a time-invariant DLM. The remaining elements are used for time-varying
DLM. X
, if present, should be a matrix. If JFF
is not
NULL
, then it must be a matrix of the
same dimension of FF
, with the \((i,j)\) element being zero if
FF[i,j]
is time-invariant, and a positive integer \(k\)
otherwise. In this case the \((i,j)\) element of FF
at time
\(t\) will be X[t,k]
. A similar interpretation holds for
JV
, JGG
, and JW
. ...
may have additional
components, that are not used by dlm
. The named components
may also be passed to the function as individual arguments.