exdqlm (version 0.1.3)

combineMods: Combines state space blocks of an exDQLM

Description

The function combines two models into a single state space model for an exDQLM.

Usage

combineMods(m1, m2)

Value

List containing the new combined state space model components.

Arguments

m1

List containing the first model to be combined.

m2

List containing the second model to be combined.

Examples

trend.comp = polytrendMod(2,rep(0,2),10*diag(2))
seas.comp = seasMod(365,c(1,2,4),C0=10*diag(6))
model = combineMods(trend.comp,seas.comp)
# using dlm package
library(dlm)
model = combineMods(dlmModPoly(order=2,C0=10*diag(2)),dlmModTrig(365,2,C0=10*diag(4)))