fit_model_single function

Fitting one kDGLM models

Fits one model given its structure and the observed data. This function can be used for any supported family (see vignette).

fit_model_single(structure, outcomes, smooth = TRUE, p.monit = NA)

Arguments

• structure: dlm_block: The structural blocks of the model. All block must be completely defined.
• outcomes: dlm_distr or list of dlm_distr objects: The model outcomes.
• smooth: boolean: A flag indicating if the smoothed distribution for the latent states should be calculated.
• p.monit: numeric (optional): The prior probability of changes in the latent space variables that are not part of its dynamic.

Returns

A fitted_dlm object.