Could someone please explain what the difference is between the two, and perhaps avoid the worst statistical jargon?
I am currently using the
dlm package to model dynamic regressions as can be seen on p.122-5 in Dynamic Linear Models with R, and I don't really grasp the theoretical difference between using
More specifically, why is the
dlmFilter example on p. 123 not considered dynamic, while the
dlmSmooth example on p.124-5 is? And also, why are the two results fairly different?