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create a model by specifying evaluation matrix, transition matrix and the corresponding covariance #19

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ALiaoSha opened this issue Sep 8, 2017 · 0 comments
Open

create a model by specifying evaluation matrix, transition matrix and the corresponding covariance #19

ALiaoSha opened this issue Sep 8, 2017 · 0 comments

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@ALiaoSha
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ALiaoSha commented Sep 8, 2017

I want to learn the parameters of a DLM by EM algorithm. I am wondering how I can specify the evaluation matrix, evaluation covariance, transition matrix, transition covariance and initial latent state mean and covariance by the result I get from EM algorithm. Is it possible in the current version?
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