Initial {demest} | R Documentation

## Specify the prior for the initial value of the trend term in a DLM prior.

### Description

Specify the prior for the initial value of the trend term, typically as part of a call to function `Trend`.

### Usage

    Initial(mean = 0, sd = NULL, mult = 1)

### Arguments

`mean` | The mean of the prior distribution. Defaults to 0.
`sd` | The standard deviation of the prior distribution.
`mult` | Multiplier applied to `scale` if `scale` is generated automatically. Defaults to 1.

### Details

In the linear trend version of a DLM prior, the trend term has the form

`trend[0] ~ N(mean, sd^2)` `trend[j] ~ damp * trend[j-1] + errorLevel[j], j = 1,...,J`.

By default, the mean in the prior for `trend[0]` defaults to 0. The default for the `sd` is set using the same rules as the default for the scale term in a `HalfT` prior.

### Value

An object of class `Initial`.

### See Also

`Initial` is usually called as part of a call to function `Trend`.

### Examples

    Initial()
    Initial(mean = 0.1, sd = 0.3)
    Initial(mean = 0.02, mult = 0.1)

[Package demest version 0.0.0.3.1 Index]