DGM (version 1.7.4)

dlmLplCpp: C++ implementation of the dlm.lpl

Description

C++ implementation of the dlm.lpl

Usage

dlmLplCpp(Yt_, Ft_, delta, m0_, CS0_, n0, d0)

Arguments

Yt_

the vector of observed time series

Ft_

the matrix of covariates

delta

discount factor

m0_

the value of the prior mean

CS0_

controls the scaling of the prior variance

n0

prior hypermarameter

d0

prior hypermarameter