block_superpos {kDGLM} | R Documentation |
An auxiliary function for block superposition.
block_superpos(...)
... |
dlm_block: A sequence of block to be combine. |
Additional details can be found in West and Harrison (1997), section 6.2.
The combined blocks as a dlm_block.
Mike West, Jeff Harrison (1997). Bayesian Forecasting and Dynamic Models (Springer Series in Statistics). Springer-Verlag. ISBN 0387947256.
Other auxiliary functions for structural blocks:
TF_block()
,
block_mult()
,
block_rename()
,
harmonic_block()
,
intervention()
,
noise_block()
,
polynomial_block()
,
regression_block()
,
specify.dlm_block()
,
summary.dlm_block()
# Long way
level.1 <- polynomial_block(alpha1 = 1, order = 1)
level.2 <- polynomial_block(alpha2 = 1, order = 2)
season.2 <- harmonic_block(alpha2 = 1, period = 20)
final.block <- block_superpos(level.1, level.2, season.2)
# Short way
final.block <- polynomial_block(alpha1 = 1, order = 1) +
polynomial_block(alpha2 = 1, order = 2) +
harmonic_block(alpha2 = 1, period = 20)