I haven't tried this, but I am pretty confident that using dlmFilter() with fictitious future values of the observations set to NA should do the job.
Hope this helps, Giovanni Petris On Sat, 2011-10-08 at 13:21 +0000, YuHong wrote: > > May I have a question about dlmForecast() function in the package 'dlm'? > > This function 'dlmForecast()' currently only deals with constant > models. May anyone suggest on how to predict using non-constant > model? Thanks a lot! > > Regards, > > Hong Yu > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.