Generates an Array of states corresponding to an AR(1) DGLM
Generates an Array of states corresponding to an AR(1) DGLM
The number of observations to generate
First auto-regressive parameter
Second auto-regressive parameter
The initial state as a DenseVector
The state's variance, W > 0
An Array of DenseVector states
Generates an Array of states corresponding to a DGLM with the specified UnivariateStructure.
Generates an Array of states corresponding to a DGLM with the specified UnivariateStructure.
The number of observations to generate
The model's UnivariateStructure
The initial state as a DenseVector
An Array of DenseVector states