[R] SSPIR problem

From: <michela.cameletti_at_unibg.it>
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

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Fri 16 Jun 2006 - 08:12:33 EST.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.