smoothing function

Auxiliary function for model smoothing

smoothing(model)

Arguments

• model: A fitted_dlm object.

Returns

A fitted_dlm object with smoothed means (mts) and covariance matrix (Cts) for each observation.

See Also

Other auxiliary functions for fitted_dlm objects: coef.fitted_dlm(), eval_dlm_norm_const(), fit_model(), forecast.fitted_dlm(), kdglm(), simulate.fitted_dlm(), update.fitted_dlm()