Creates a local linear trend state block.

Creates a local linear trend state block.

Usage

.local_linear_trend(lvar, svar = 0)

Arguments

lvar

Innovation variance of the level equation.

svar

Innovation variance of the slope equation.

Value

A wrapper around the java object (class JD3_RawStateBlock).

Examples

sb<-.local_linear_trend(1.5, 0.5)
.ssf_T(sb, 0)
#>      [,1] [,2]
#> [1,]    1    1
#> [2,]    0    1