2.4 Inputs

Inputs are specified in exactly the same manner. \(\mathbf{C}\) and \(\mathbf{D}\) are the estimated parameters and \(\mathbf{c}\) and \(\mathbf{d}\) are the inputs. Let’s say you have temperature data and you want to include a linear effect of temperature that is different for each \(\mathbf{x}\) time series:

C1 <- matrix(c("temp1","temp2"),2,1)
model.list <- list(B=B1,U=U1,C=C1,c=temp,Q=Q1,Z=Z1,A=A1,R=R1,x0=pi1,V0=V1,tinitx=0)

If you want a factor effect, then you’ll need to recode your factor as a matrix with \(T\) columns and a row for each factor. Then you have 0 or 1 if that factor applies in time period \(t\). \(\mathbf{C}\) then has a column for each estimated factor effect. See the covariate chapters in the MARMES for examples.