Fits one model given its structure and the observed data. This function can be used for any supported family (see vignette).
Arguments
- structure
dlm_block: The structural blocks of the model. All block must be completely defined.
- outcomes
dlm_distr or list of dlm_distr objects: The model outcomes.
- smooth
boolean: A flag indicating if the smoothed distribution for the latent states should be calculated.
- p.monit
numeric (optional): The prior probability of changes in the latent space variables that are not part of its dynamic.