exdqlm (version 0.1.3)

seasMod: Create Fourier representation of a periodic exDQLM component

Description

The function creates a Fourier form periodic component for given period and harmonics.

Usage

seasMod(p, h, m0, C0)

Value

A list of the following:

• FF - Observational vector.

• GG - Evolution matrix.

• m0 - Prior mean of the state vector.

• C0 - Prior covariance of the state vector.

Arguments

p

The period.

h

Vector of harmonics to be included.

m0

Prior mean of the state vector.

C0

Prior covariance of the state vector.

Examples

# create a seasonal component with first, second and fourth harmonics of a period of 365
seas.comp = seasMod(365,c(1,2,4),C0=10*diag(6))