kalfil-internal {season} | R Documentation |
Internal function to do a forward and backward sweep of the Kalman filter, used by nscosinor
. For internal use only.
kalfil(data,f,vartheta,w,tau,lambda,cmean)
data |
a data frame. |
f |
vector of cycles in units of time. |
vartheta |
variance for noise. |
w |
variance of seasonal component. |
tau |
controls flexibility of trend and season. |
lambda |
distance between observations. |
cmean |
used to give a vague prior for the starting values. |
Adrian Barnett a.barnett<at>qut.edu.au