Re: [R] dlm with constant terms

> Date: Wed, 07 May 2008 13:03:14 -0400 > From: "Stoyanov, Tsvetan (MSCIBARRA)" <[EMAIL PROTECTED]> > Importance: normal > Priority: normal > Thread-topic: dlm with constant terms > Thread-index: AciwZDz3Kl800OdmR4CQkEC8PUECZg== > > Hi, > I am trying to figure how to use dlm with constant terms >

[R] dlm with constant terms

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 th