Hi,
I am trying to figure how to use dlm with constant terms
(possibly time-dependent) added to both equations
y_t = c_t + F_t\theta_t + v_t
\theta_t = d_t + G_t\theta_{t-1} + w_t,
in the way that S-PLUS Finmetrics does?
Is there any straightforward way to transform the above to
the default setup?
Thanks,
Tsvetan
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