Have you tried the vignette:
(dse <- vignette("dse-guide"))
Stangle(dse$file)
This should open "dse-guide.pdf" in Acrobat and create a file
"dse-guide.R" in the working directory. The latter file should contain
the R commands used in the vignette.
Do you really need the "innovations form" with 'u' driving both
the transitions and the observations? If no, you may also want to
consider the 'dlm' vignette:
(dlm <- vignette("dlm"))
Stangle(dlm$file)
Both of these vignettes describe simulations.
If you'd like more help from this listserve, PLEASE do read the
posting guide http://www.R-project.org/posting-guide.html, especially
the part about providing commented, minimal, self-contained,
reproducible code.
Hope this helps.
Spencer
Todd Remund wrote:
> I have obtained from transfer functions, the state space matrices for the
> following state space model.
>
> x* = Ax + Bu
> y = Cx + Du
>
> I have A, B, C, and D, now I would like to take the exogenous inputs and
> simulate the data using the state space model. I know there is a simulate
> function in the package dse1, but I am unsure as to what type of TSmodel to
> create to put into it. Could anyone give me some hints? Thanks.
>
> Todd Remund
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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