Re: [R] package dlm: dlmForecast()

2011-10-10 Thread Giovanni Petris
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 +, YuHong wrote: > > May I have a question about dlmForecast() function in the p

[R] package dlm: dlmForecast()

2011-10-08 Thread YuHong
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