bdiag

The function builds a block diagonal matrix.

misc

Provides routines for Maximum likelihood,
Kalman filtering and smoothing, and Bayesian
analysis of Normal linear State Space models, also known as
Dynamic Linear Models.

pcp by Giovanni Petris

Bayesian and Likelihood Analysis of Dynamic Linear Models

Giovanni Petris

Wally Gilks

bdiag function

<dl> <dt>...</dt>
<dd>individual matrices, or a list of matrices.</dd></dl>

Arguments

Giovanni Petris <a href="/link/GPetris%40uark.edu?package=dlm&version=1.1-6.1" data-mini-rdoc="dlm::GPetris@uark.edu">GPetris@uark.edu</a>

Author

Build a block diagonal matrix — bdiag

<dl>

 <dt>...</dt>
<dd>individual matrices, or a list of matrices.</dd>

</dl>

Giovanni Petris <a href='mailto:GPetris@uark.edu'>GPetris@uark.edu</a>

bdiag: Build a block diagonal matrix

Description

Usage

Value

Arguments

Author

Examples