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