[R] Tracking time-varying objects with the DLM package (dynamic linear models in R)

Samantha Azzarello samantha.azzarello at cmegroup.com
Thu Feb 21 00:02:54 CET 2013


Hello all,

I am working with the dlm package, specifcially doing a dlm multivariate Y
linear regression using
dlmModReg and dlmFilter and dlmSmooth...

I have altereted the inputs into dlmModReg to make them time-varying using
JFF, JW etc.

How do I track the results of the time varying system matrices?
For example what I am really interested in is JW - my system variance matrix
for each time period - I cannot get R to give
me the array of this matrix

Any help would be really appreciated!
Thanks



--
View this message in context: http://r.789695.n4.nabble.com/Tracking-time-varying-objects-with-the-DLM-package-dynamic-linear-models-in-R-tp4659211.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list