[R] dlm with constant terms

From: Stoyanov, Tsvetan (MSCIBARRA) <Tsvetan.Stoyanov_at_fea.com>
Date: Wed, 07 May 2008 13:03:14 -0400


Hi,
I am trying to figure how to use dlm with constant terms (possibly time-dependent) added to both equations

	y_t = c_t + F_t\theta_t + v_t
	\theta_t = d_t + G_t\theta_{t-1} + w_t,
in the way that S-PLUS Finmetrics does?

Is there any straightforward way to transform the above to the default setup?
Thanks,
Tsvetan


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