Auxiliary function for model smoothing
Value
A fitted_dlm object with smoothed means (mts) and covariance matrix (Cts) for each observation.
See also
Other auxiliary functions for fitted_dlm objects:
coef.fitted_dlm()
,
eval_dlm_norm_const()
,
fit_model()
,
forecast.fitted_dlm()
,
simulate.fitted_dlm()
,
update.fitted_dlm()