draw_trend_innovations {sectorgap} | R Documentation |
Draws (correlated) trend variances.
Description
Draws (correlated) trend variances.
Usage
draw_trend_innovations(model, state, df_var, df_cov, df_prior)
Arguments
model |
state space model object |
state |
time series matrix with states |
df_var |
data frame with trend and drift variance settings |
df_cov |
data frame with trend and drift covariance settings |
df_prior |
prior distribution matrix |
Value
A named vector of drawn parameters.
[Package sectorgap version 0.1.0 Index]