dlmLL

a vector, matrix, or time series of data.

an object of class <code>"dlm"</code>, or a list with components
    <code>m0</code>, <code>C0</code>, 
    <code>FF</code>, <code>V</code>, <code>GG</code>, <code>W</code> defining the model
    and the parameters of the prior distribution.

if <code>debug=TRUE</code>, the function uses R code, otherwise
    it uses faster C code.

debug

Function that computes the log likelihood of a state space model.

misc

Maximum likelihood, Kalman filtering and smoothing, and
        Bayesian analysis of Normal linear State Space models, also
        known as Dynamic Linear Models

pcp by Giovanni Petris

Bayesian and Likelihood Analysis of Dynamic Linear Models

dlmLL function

The observation variance <code>V</code> in <code>mod</code> must be nonsingular.

dlmLL: Log likelihood evaluation for a state space model

Description

Usage

Arguments

Value

Warning

Details

References

See Also

Examples