KFAS (version 1.0.3)

[<-.SSModel: Extract or Replace Parts of a State Space Model

Description

S3 methods for extracting or replacing parts of objects of class SSModel.

Usage

## S3 method for class 'SSModel':
[(x, element, states, etas, series, times) <- value

## S3 method for class 'SSModel':
[(x, element, states, etas, series, times)

## S3 method for class 'SSModel':
subset(x, element, states, etas, series, times) <- value

subset(x) <- value

## S3 method for class 'SSModel':
subset(x, element, states, etas, series, times, ...)

Arguments

x

Object of class SSModel.

element

Which element is chosen. Possible choices are 'y','Z','H','T','R','Q','a1','P1','P1inf', and 'u'.

states

Which states are chosen. Either a numeric vector containing the indices of the corresponding states, or a character vector defining the types of the corresponding states. Possible choices are all, arima,

etas

Which disturbances eta are chosen. Used for elements R and Q.Either a numeric vector containing the indices of the corresponding etas, or a character vector defining the types of the corresponding etas. Possib

series

Numeric. Which series are chosen. Used for elements y, Z, and u.

times

Numeric. Which time points are chosen.

value

A value to be assigned to x.

...

ignored.

Value

• A selected subset of the chosen element or a value.