dlm: FF – R documentation

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Documentation

dlm

FF

Components of a dlm object

Description

Functions to get or set specific components of an object of class dlm

Usage

## S3 method for class 'dlm'
FF(x)
## S3 replacement method for class 'dlm'
FF(x) <- value
## S3 method for class 'dlm'
V(x)
## S3 replacement method for class 'dlm'
V(x) <- value
## S3 method for class 'dlm'
GG(x)
## S3 replacement method for class 'dlm'
GG(x) <- value
## S3 method for class 'dlm'
W(x)
## S3 replacement method for class 'dlm'
W(x) <- value
## S3 method for class 'dlm'
m0(x)
## S3 replacement method for class 'dlm'
m0(x) <- value
## S3 method for class 'dlm'
C0(x)
## S3 replacement method for class 'dlm'
C0(x) <- value
## S3 method for class 'dlm'
JFF(x)
## S3 replacement method for class 'dlm'
JFF(x) <- value
## S3 method for class 'dlm'
JV(x)
## S3 replacement method for class 'dlm'
JV(x) <- value
## S3 method for class 'dlm'
JGG(x)
## S3 replacement method for class 'dlm'
JGG(x) <- value
## S3 method for class 'dlm'
JW(x)
## S3 replacement method for class 'dlm'
JW(x) <- value
## S3 method for class 'dlm'
X(x)
## S3 replacement method for class 'dlm'
X(x) <- value

Arguments

`x`	an object of class `dlm`.
`value`	a numeric matrix (or vector for `m0`).

Details

Missing or infinite values are not allowed in value. The dimension of value must match the dimension of the current value of the specific component in x

Value

For the assignment forms, the updated dlm object.

For the other forms, the specific component of x.

Author(s)

Giovanni Petris GPetris@uark.edu

Examples

set.seed(222)
mod <- dlmRandom(5, 6)
all.equal( FF(mod), mod$FF )
all.equal( V(mod), mod$V )
all.equal( GG(mod), mod$GG )
all.equal( W(mod), mod$W )
all.equal( m0(mod), mod$m0 )
all.equal( C0(mod), mod$C0)
m0(mod)
m0(mod) <- rnorm(6)
C0(mod)
C0(mod) <- rwishart(10, 6)
### A time-varying model
mod <- dlmModReg(matrix(rnorm(10), 5, 2))
JFF(mod)
X(mod)

dlm

Bayesian and Likelihood Analysis of Dynamic Linear Models

v1.1-5

GPL (>= 2)

Authors

Giovanni Petris [aut, cre], Wally Gilks [ctb] (Author of original C code for ARMS)

Initial release

2018-05-30

FF