coef.KFS

object

The start time of the period of interest.
  Defaults to first time point of the object

start

The end time of the period of interest.
  Defaults to the last time point of the object.

Logical, return filtered instead of
  smoothed estimates of state vector. Default is
  <code>FALSE</code>.

filtered

Extracts the estimates states from output of <code>KFS</code>.
For non-Gaussian models without simulation, these are
estimates of conditional modes of states. For Gaussian
models and non-Gaussian models with importance sampling,
these are estimates of conditional means of states.

Package KFAS provides functions for Kalman filtering, smoothing,
    forecasting and simulation of multivariate exponential family state space
    models with exact diffuse initialization when distributions of some or all
    elements of initial state vector are unknown.

coef.KFS: Extract Estimated States of State Space Model

Description

Usage

Arguments

Value