ctStanKalman: Get Kalman filter estimates from a ctStanFit object
Description
Get Kalman filter estimates from a ctStanFit object
Usage
ctStanKalman(fit, nsamples = NA, collapsefunc = NA, cores = 2, ...)
Arguments
nsamples
either NA (to extract all) or a positive integer from 1 to maximum samples in the fit.
collapsefunc
function to apply over samples, such as mean
cores
Integer number of cpu cores to use. Only needed if savescores was set to FALSE when fitting.
...
additional arguments to collpsefunc.
Value
list containing Kalman filter elements, each element in array of
iterations, data row, variables. llrow is the log likelihood for each row of data.
Examples
Run this code# NOT RUN {
k=ctStanKalman(ctstantestfit)
# }
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