[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

#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

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