bsts (version 0.6.1)

state.sizes: Compute state dimensions

Description

Returns a vector containing the size of each state component (i.e. the state dimension) in the state vector.

Usage

StateSizes(state.specification)

Arguments

state.specification

A list containing state specification components, such as would be passed to bsts.

Value

• A numeric vector giving the dimension of each state component.

Examples

y <- rnorm(1000)
    state.specification <- AddLocalLinearTrend(list(), y)
    state.specification <- AddSeasonal(state.specification, y, 7)
    StateSizes(state.specification)