Package | Description |
---|---|
dev.nm.stat.dlm.multivariate |
Modifier and Type | Method and Description |
---|---|
MultivariateStateEquation |
MultivariateDLM.getStateModel()
Get the state model.
|
Constructor and Description |
---|
MultivariateDLM(Vector m0,
Matrix C0,
MultivariateObservationEquation Yt,
MultivariateStateEquation Xt)
Construct a (multivariate) controlled dynamic linear model.
|
MultivariateStateEquation(MultivariateStateEquation that)
Copy constructor.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.