DLMS {demest} | R Documentation

## Short version of 'DLM' function for creating Dynamic Linear Model priors

### Description

WARNING - THIS FUNCTION IS EXPERIMENTAL. THE INTERFACE IS NOT YET FINALISED.

### Usage

    DLMS(l = TRUE, t = TRUE, d = TRUE, scale)

### Arguments

`l` | Logical. If `TRUE` (the default), the model includes a level term.
`t` | Logical. If `TRUE` (the default), the model includes a trend term.
`d` | Logical. If `TRUE` (the default), the model is damped, using the defaults for `Damp`.
`scale` | A positive number. The value of the `scale` parameter to be used in the priors for standard deviations in level, trend, and error terms.

### Value

An object of class `SpecDLM`.

### Examples

    DLMS(scale = 0.1)
    ## identical to
    DLM(level = Level(scale = HalfT(scale = 0.1)),
        trend = Trend(scale = HalfT(scale = 0.1)),
        error = Error(scale = HalfT(scale = 0.1)))

    DLMS(t = FALSE, d = FALSE, scale = 0.1)
    ## identical to
    DLM(level = Level(scale = HalfT(scale = 0.1)),
        trend = NULL,
        damp = NULL,
        error = Error(scale = HalfT(scale = 0.1)))

[Package demest version 0.0.0.3.1 Index]