[R] SSPIR problem

michela.cameletti at unibg.it michela.cameletti at unibg.it
Thu Jun 15 17:06:48 CEST 2006

Dear R-Users,
I'm using SSPIR package for a spatio-temporal application.
Is it possible to modify the structure of the involved matrixes (Fmat,
Gmat, Vmat,Wmat)?
I want to create a model like this

#epsilon(t) N(0,V)         V=sigma2*I
#eta(t)     N(0,W)        W=sigma2_eta

where the state variable theta has dimension 1(p=1) and at each time time
the observed variable y has dimension equal to d=3. Moreover I want to use
white noise errors.
But with the command
SS(y) where y is my nXd data matrix (d=observations at each time,
n=numbers of time points)
I obtain a different model.

Can you help me please?
Thanks in advance

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