exdqlm (version 0.2.0)

+.exdqlm: Addition for exdqlm objects

Description

Combines two state space blocks into a single state space model for an exDQLM.

Usage

# S3 method for exdqlm
+(m1, m2)

Value

A object of class "exdqlm" containing the new combined state space model components:

• FF - Observational vector.

• GG - Evolution matrix.

• m0 - Prior mean of the state vector.

• C0 - Prior covariance of the state vector.

Arguments

m1

object of class "exdqlm" containing the first model to be combined.

m2

object of class "exdqlm" 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 = trend.comp + seas.comp