| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.dlm.multivariate | |
| com.numericalmethod.suanshu.stats.dlm.univariate |
| Constructor and Description |
|---|
MultivariateStateEquation(StateEquation states)
Constructs a multivariate state equation from a univariate state equation.
|
| Modifier and Type | Method and Description |
|---|---|
StateEquation |
DLM.getStateModel()
Get the state model.
|
| Constructor and Description |
|---|
DLM(double m0,
double C0,
ObservationEquation Yt,
StateEquation Xt)
Construct a univariate controlled dynamic linear model.
|
StateEquation(StateEquation that)
Copy constructor.
|
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