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KFAS chapter

Open eeholmes opened this issue 5 years ago • 1 comments

Work through examples in ?KFAS man page to show relationship and for testing.

eeholmes avatar Aug 11 '20 21:08 eeholmes

Done for now. All tests checked out.

  • ARMA(2,2) example once GH is estimation is implemented
  • Seatbelt example once I get time to code that since the seas matrix is big. Also want to look at Durbin and Koopman 2012 to see exactly how they set up the model
  • GLM examples one I get time.

eeholmes avatar Aug 18 '20 02:08 eeholmes