Package | Description |
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dev.nm.analysis.function.matrix | |
dev.nm.stat.dlm.multivariate |
Modifier and Type | Class and Description |
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class |
R1toConstantMatrix
A constant matrix function maps a real number to a constant matrix: \(R^n \rightarrow A\).
|
Constructor and Description |
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MultivariateObservationEquation(R1toMatrix F,
R1toMatrix V)
Constructs an observation equation.
|
MultivariateObservationEquation(R1toMatrix F,
R1toMatrix V,
NormalRVG rmvnorm)
Constructs an observation equation.
|
MultivariateStateEquation(R1toMatrix G,
R1toMatrix W)
Constructs a state equation without control variables.
|
MultivariateStateEquation(R1toMatrix G,
R1toMatrix H,
R1toMatrix W)
Constructs a state equation.
|
MultivariateStateEquation(R1toMatrix G,
R1toMatrix H,
R1toMatrix W,
NormalRVG rmvnorm)
Constructs a state equation.
|
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