Add convert() method to convert dfm objects to dlm and KFAS formats - #104
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Add convert() method to convert dfm objects to dlm and KFAS formats#104SebKrantz wants to merge 1 commit into
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…ersion Adds a new convert() S3 generic and convert.dfm() method that converts a dfm object into equivalent state space representations for the dlm and KFAS packages. This enables prediction intervals, forecasts, and other functionality from those packages. - convert(mod, to = "dlm"): maps FF=C, GG=A, V=R, W=Q with diffuse C0 - convert(mod, to = "KFAS"): builds SSModel with SSMcustom, Z=C, T=A, R=I, Q=Q, H=R, diffuse P1inf, with standardized data embedded Fixes #103 Co-authored-by: Sebastian Krantz <SebKrantz@users.noreply.github.com>
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Closes #103
Adds a
convert()S3 generic andconvert.dfm()method that converts adfmobject into equivalent state space representations for thedlmandKFASpackages.Changes
R/convert.R:convert()generic +convert.dfm()withto = c("dlm", "KFAS")DESCRIPTION: addeddlmandKFAStoSuggestsNAMESPACE: addedexport(convert)andS3method(convert,dfm)Generated with Claude Code