smoothing

Auxiliary function for model smoothing

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

smoothing function

<dl><dt>model</dt>
<dd>A fitted_dlm object.</dd></dl>

Arguments

Auxiliary function for model smoothing — smoothing

<dl>

<dt>model</dt>
<dd>A fitted_dlm object.</dd>

</dl>

smoothing: Auxiliary function for model smoothing

Description

Usage

Value

Arguments

See Also