eval_dlm_norm_const {kDGLM} | R Documentation |
Auxiliary function for evaluating normalizing constant for the posterior of a fitted DLM.
Description
Evaluates the normalizing constant for the posterior of a fitted DLM.
Usage
eval_dlm_norm_const(model, lin.pred = model$n > 2 * model$k)
Arguments
model |
fitted_dlm: A fitted_dlm object. |
lin.pred |
boolean: A flag indicating if the normalizing constant should be calculated using the linear predictors. |
Value
A scalar representing the normalizing constant for the posterior of a fitted DLM.
See Also
Other auxiliary functions for fitted_dlm objects:
coef.fitted_dlm()
,
fit_model()
,
forecast.fitted_dlm()
,
simulate.fitted_dlm()
,
smoothing()
,
update.fitted_dlm()
Examples
data <- c(AirPassengers)
level <- polynomial_block(rate = 1, order = 2, D = 0.95)
season <- harmonic_block(rate = 1, order = 2, period = 12, D = 0.975)
outcome <- Poisson(lambda = "rate", data = data)
fitted.data <- fit_model(level, season,
AirPassengers = outcome
)
eval_dlm_norm_const(fitted.data)
[Package kDGLM version 1.2.0 Index]