[R] dlm package - set up constraints in the state space

stephanis stephan.schwill at gmail.com
Thu Oct 13 11:59:31 CEST 2011


hi,
i would like to set up a state space model (linear, gaussian) in the dlm
package, with the constraint that the state vector has only positive
entries. i have checked the vignette for the package but couldn't find
anything giving me a hint on how to do this. 
any suggestions or pointers are most welcome!

thanks & kind regards
stephan


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