create_G

Creates a matrix G such that G

internal

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Silvaneo Vieira dos Santos Junior

kDGLM

Bayesian Analysis of Dynamic Generalized Linear Models

Mariane Branco Alves

Hélio dos Santos Migon

create_G function

<dl><dt>S0</dt>
<dd>A covariance matrix</dd>
<dt>S1</dt>
<dd>Another covariance matrix</dd></dl>

Arguments

create_G — create_G

<dl>

<dt>S0</dt>
<dd>A covariance matrix</dd>


<dt>S1</dt>
<dd>Another covariance matrix</dd>

</dl>

create_G: create_G

Description

Usage

Arguments