smoother {dse1} | R Documentation

## Evaluate a smoother with a TSmodel

### Description

Evaluate a state space model.

### Usage

        smoother(model, data, compiled=.DSECOMPILED)

### Arguments

`model` | An object of class `TSestModel' or 'TSmodel' with a model of class `nonInnov' 'SS' 'TSmodel'. If filter informatin is not provided (i.e. in a TSestModel) then smoother runs the Kalman filter (l.SS) first.
`data` | A TSdata object.
`compiled` | If TRUE the compiled version of the code is used. Otherwise the S version is used.

### Details

Smoother takes the filtered state `estimates$state` and produces a smoothed estimate of the state (sometimes called a two sided filter).

### Value

An object of class TSestModel with an additional element `smooth`. `smooth` is a list of `state`, the smoothed state, and `track`, the smoothed tracking error. The result will also contain the element `filter` with `state` and `track` (which may or may not have been in the original arguement).

### See Also

`l`, `l.SS` `TSmodel` `TSestModel.object`

### Examples

    if(is.R()) data("eg1.DSE.data.diff", package="dse1")
    #smoother requires an non-innovations form model
    model <- TSmodel(toSSChol(estVARXls(eg1.DSE.data.diff)))
    smoothed.model <- smoother(model, eg1.DSE.data.diff, compiled=FALSE)

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