From: <michela.cameletti_at_unibg.it>

Date: Fri 16 Jun 2006 - 01:06:48 EST

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jun 16 06:15:12 2006

Date: Fri 16 Jun 2006 - 01:06:48 EST

Dear R-Users,

I'm using SSPIR package for a spatio-temporal application.
Is it possible to modify the structure of the involved matrixes (Fmat,
Gmat, Vmat,Wmat)?

I want to create a model like this

#y(t)=k*theta(t)+epsilon(t)

*#theta(t)=h*theta(t-1)+eta(t)
**#epsilon(t) N(0,V) V=sigma2*I
**#eta(t) N(0,W) W=sigma2_eta
*

where the state variable theta has dimension 1(p=1) and at each time time
the observed variable y has dimension equal to d=3. Moreover I want to use
white noise errors.

But with the command

SS(y) where y is my nXd data matrix (d=observations at each time,
n=numbers of time points)

I obtain a different model.

Can you help me please?

Thanks in advance

Michela

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jun 16 06:15:12 2006

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