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Subject: XploRe Application Guide
See XploRe: epscontnorm kemitor2

Quantlet: rkalm02
Description: shows effects of additive outliers on Kalman filter
Download: rkalm02.xpl

Code:
library("xplore")
library("plot")
library("kalman")
randomize(0)
T = 100
mu=0
H = 1
F = 1
mid=0
Cid=1
mcont=10
Ccont=0.1
eps=0.1
ErrX = normal(T)
ErrY = epscontnorm(T,eps,mid,Cid,mcont,Ccont,0)
sim = kemitor2(T,mu,H,F,ErrY,ErrX)
state = (1:100)~(sim.X)
obs= (1:100)~(sim.Y)
ind = ErrY.Ind
ind=(1:100)~ind  
ind=paf(ind,ind[,2]==1)
ind[,2]=0
setmaskp(ind,4, 3, 8)  
state=setmask(state,"line","blue","thin")          
obs=setmask(obs,"line","green","thin")          
disp = createdisplay(1,1)
show(disp,1,1,state,obs,ind)
setgopt(disp,1,1, "title", "State Space Model (1 - dim steady state) under AO")
setgopt(disp,1,1, "xlabel", "t") 
setgopt(disp,1,1, "ylabel", "x, y") 

Subject: XploRe Application Guide
See XploRe: epscontnorm kemitor2

© MD*Tech - Method and Data Technologies, generated on 19.7.2000 .