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add note about sv parameterization
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helske committed Mar 30, 2021
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4 changes: 3 additions & 1 deletion R/models.R
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Expand Up @@ -1263,7 +1263,9 @@ bsm_ng <- function(y, sd_level, sd_slope, sd_seasonal, sd_noise,
#' @param sd_ar Prior for the standard deviation of noise of the AR-process.
#' @param sigma Prior for sigma parameter of observation equation, internally denoted as phi. Ignored
#' if \code{mu} is provided. Note that typically parametrization using mu is preferred due to
#' better numerical properties and availability of better Gaussian approximation.
#' better numerical properties and availability of better Gaussian approximation.
#' Most notably the global approximation approach does not work with sigma parameterization as
#' sigma is not a parameter of the resulting approximate model.
#' @return Object of class \code{svm}.
#' @export
#' @rdname svm
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