dlmSum function

Outer sum of Dynamic Linear Models

dlmSum creates a unique DLM out of two or more independent DLMs. %+% is an alias for dlmSum.

dlmSum(...)
x %+% y

Arguments

• ...: any number of objects of class dlm, or a list of such objects.
• x, y: objects of class dlm.

Returns

An object of class dlm, representing the outer sum of the arguments.

References

Giovanni Petris (2010), An R Package for Dynamic Linear Models. Journal of Statistical Software, 36(12), 1-16. https://www.jstatsoft.org/v36/i12/.

Petris, Petrone, and Campagnoli, Dynamic Linear Models with R, Springer (2009).

Author(s)

Giovanni Petris GPetris@uark.edu

Examples

m1 <- dlmModPoly(2)
m2 <- dlmModPoly(1)
dlmSum(m1, m2)
m1 %+% m2 # same thing