recursion               package:sspir               R Documentation

_S_i_m_u_l_a_t_e _f_r_o_m _a _G_a_u_s_s_i_a_n _s_t_a_t_e _s_p_a_c_e _m_o_d_e_l

_D_e_s_c_r_i_p_t_i_o_n:

     Draw a sample of y_1,...,y_n, and theta_1,...,theta_n from the
     state space model given as input.

_U_s_a_g_e:

     recursion(ss, n)

_A_r_g_u_m_e_n_t_s:

      ss: an object of class 'SS' defining the state space model.

       n: an integer specifying the number of time steps to be
          simulated.

_V_a_l_u_e:

     The object 'ss' with updated components 'y', 'mu' and 'truetheta'.

_A_u_t_h_o_r(_s):

     Claus Dethlefsen and Sren Lundbye-Christensen.

_S_e_e _A_l_s_o:

     'ssm', 'kfilter', 'smoother', 'getFamily'.

