This project is read-only.

Resampling with current means and MSE as initial conditions

Topics: Models
Jun 4, 2015 at 3:43 PM
Edited Jun 4, 2015 at 3:43 PM
Hi folks, the resample function either randomizes the initial conditions or starts from the unconditional distribution of the model. Is there a way I can resample from current means and MSE matrices?

Jun 4, 2015 at 3:47 PM
What exactly do you mean by "current" means and MSEs? Do you mean user-supplied?
Jun 4, 2015 at 3:53 PM
The last available smoothed means and MSE matrices. I was hoping for it to be an option in the function (like jforecast and simulate do). Does that make sense?
Jun 4, 2015 at 4:06 PM
It absolutely makes sense -- but it's not implemented (yet:)). Feel free to submit a feature request...
Marked as answer by jaromirbenes on 6/4/2015 at 8:17 AM
Jun 4, 2015 at 4:14 PM
Sounds good. Have a good day!