Hello all, I am working with the dlm package, specifcially doing a dlm multivariate Y linear regression using dlmModReg and dlmFilter and dlmSmooth...
I have altereted the inputs into dlmModReg to make them time-varying using JFF, JW etc. How do I track the results of the time varying system matrices? For example what I am really interested in is JW - my system variance matrix for each time period - I cannot get R to give me the array of this matrix Any help would be really appreciated! Thanks -- View this message in context: http://r.789695.n4.nabble.com/Tracking-time-varying-objects-with-the-DLM-package-dynamic-linear-models-in-R-tp4659211.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
