[R] package dlm: dlmForecast()
Giovanni Petris
gpetris at uark.edu
Mon Oct 10 20:00:02 CEST 2011
I haven't tried this, but I am pretty confident that using dlmFilter()
with fictitious future values of the observations set to NA should do
the job.
Hope this helps,
Giovanni Petris
On Sat, 2011-10-08 at 13:21 +0000, YuHong wrote:
>
> May I have a question about dlmForecast() function in the package 'dlm'?
>
> This function 'dlmForecast()' currently only deals with constant
> models. May anyone suggest on how to predict using non-constant
> model? Thanks a lot!
>
> Regards,
>
> Hong Yu
>
>
> [[alternative HTML version deleted]]
>
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