exdqlm (version 0.1.3)

dlmMod: Create state space model of exDQLM from DLM

Description

The function creates a state space model of an exDQLM from "dlm" object.

Usage

dlmMod(m)

Value

List containing only the components of m needed for the exDQLM state space model.

Arguments

m

An object of class "dlm" representing the DLM version of the desired exDQLM state space model. Only time-invariant dlm objects are currently considered.

Examples

library(dlm)
m = dlmModPoly(order=2,C0=10*diag(2)) + dlmModTrig(365,2,C0=10*diag(4))
model = dlmMod(m)