dse (version R2000.6-1)

l.SS: Evaluate a state space TSmodel

Description

Evaluate a state space TSmodel.

Usage

l.SS( model, data, sampleT=NULL, predictT=NULL,
	   return.state=F, return.track=F,result=NULL, compiled=.DSECOMPILED)

Arguments

model

An 'SS' 'TSmodel' object.

data

A TSdata object.

sampleT

predictT

return.state

return.track

result

compiled

warn

Value

• Usually an object of class TSestModel (see TSestModel), but see result above.

Details

This function is called by the function l() when the argument to l is a state space model. Using l() is usually preferable to calling l.SS directly. l.SS calls a compiled program unless compiled=F. The compiled version is much faster than the S version.

See Also

l l.ARMA TSmodel TSestModel.object smoother

Examples

if(is.R()) data("eg1.DSE.data.diff", package="dse1")
model <- to.SS(TSmodel(est.VARX.ls(eg1.DSE.data.diff)))
lmodel <- l.SS(model,eg1.DSE.data.diff)