dlm: dlmSum – R documentation

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dlm

dlmSum

Outer sum of Dynamic Linear Models

Description

dlmSum creates a unique DLM out of two or more independent DLMs. %+% is an alias for dlmSum.

Usage

dlmSum(...)
x %+% y

Arguments

`...`	any number of objects of class `dlm`, or a list of such objects.
`x, y`	objects of class `dlm`.

Value

An object of class dlm, representing the outer sum of the arguments.

Author(s)

Giovanni Petris GPetris@uark.edu

References

Giovanni Petris (2010), An R Package for Dynamic Linear Models. Journal of Statistical Software, 36(12), 1-16. http://www.jstatsoft.org/v36/i12/.
Petris, Petrone, and Campagnoli, Dynamic Linear Models with R, Springer (2009).

Examples

m1 <- dlmModPoly(2)
m2 <- dlmModPoly(1)
dlmSum(m1, m2)
m1 %+% m2 # same thing

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