recursion {sspir}R Documentation

Simulate from a Gaussian state space model

Description

Draw a sample of y_1,...,y_n, and theta_1,...,theta_n from the state space model given as input.

Usage

recursion(ss, n)

Arguments

ss an object of class SS defining the state space model.
n an integer specifying the number of time steps to be simulated.

Value

The object ss with updated components y, mu and truetheta.

Author(s)

Claus Dethlefsen and Søren Lundbye-Christensen.

See Also

ssm, kfilter, smoother, getFamily.


[Package sspir version 0.1.0 Index]