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]