update_struct {countSTAR} | R Documentation |
Update parameters for warpDLM model with trend DLM
Description
This function serves to update the warpDLM variance parameters when the underlying DLM is a structural model (i.e. local level or local linear trend). It assumes a Unif(0,A=10^4) prior on all standard deviations.
Usage
update_struct(fit, z_star, theta)
Arguments
fit |
the KFAS model object describing the DLM |
z_star |
the latest draw of z* |
theta |
the latest draw of the latent state(s) theta |
Value
A KFAS model object (of class SSModel) updated with the newly sampled variance parameters
[Package countSTAR version 1.0.2 Index]