Dear R-brains,
I'm rather new to state-space models and would benefit from the extra
confidence in using the excellent package sspir.
In a one-factor model, If I am trying to do a simple regression where
I assume the intercept is constant and the 'Beta' is changing, how do
I do that? How do i
Dear Tariq Khan
The initial conditions m0 and C0 can be specified according to your needs. If
you are a Bayesian (as in WestHarrison 1997), you will use m0 and C0 to
express your prior information. If you use a vague prior, you will give a high
weight to your observations in the beginning,
