[R] package dlm: dlmForecast()

Giovanni Petris gpetris at uark.edu
Mon Oct 10 20:00:02 CEST 2011


I haven't tried this, but I am pretty confident that using dlmFilter()
with fictitious future values of the observations set to NA should do
the job. 

Hope this helps,
Giovanni Petris

On Sat, 2011-10-08 at 13:21 +0000, YuHong wrote:
> 
> May I have a question about dlmForecast() function in the package 'dlm'?
> 
> This function 'dlmForecast()' currently only deals with constant
> models.  May anyone suggest on how to predict using non-constant
> model?  Thanks a lot!
>  
> Regards,
>  
> Hong Yu
>  
>   		 	   		  
> 	[[alternative HTML version deleted]]
> 
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