recursion {sspir} | R Documentation |
Draw a sample of y_1,...,y_n, and theta_1,...,theta_n from the state space model given as input.
recursion(ss, n)
ss |
an object of class SS defining the state space
model. |
n |
an integer specifying the number of time steps to be simulated. |
The object ss
with updated components y
, mu
and truetheta
.
Claus Dethlefsen and Søren Lundbye-Christensen.
ssm
, kfilter
,
smoother
, getFamily
.
data(kurit) m1 <- SS(kurit) phi(m1) <- c(100,5) m0(m1) <- matrix(130) C0(m1) <- matrix(400) par(mfrow=c(2,1)) plot(recursion(m1,100)) phi(m1) <- c(5,100) plot(recursion(m1,100))