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dlmtree (version 1.1.1)

mixEst: Calculates the lagged interaction effects with MIX matrix for linear models.

Description

Calculates the lagged interaction effects with MIX matrix for linear models.

Usage

mixEst(dlm, nlags, nsamp)

Value

A cube object of interaction effect x lag x mcmc

Arguments

dlm

A numeric matrix containing the model fit information

nlags

total number of lags

nsamp

number of mcmc iterations