arms |
Function to perform Adaptive Rejection Metropolis Sampling |
ARtransPars |
Function to parametrize a stationary AR process |
as.dlm |
dlm objects |
bdiag |
Build a block diagonal matrix |
convex.bounds |
Find the boundaries of a convex set |
dlm |
dlm objects |
dlmBSample |
Draw from the posterior distribution of the state vectors |
dlmFilter |
DLM filtering |
dlmForecast |
Prediction and simulation of future observations |
dlmLL |
Log likelihood evaluation for a state space model |
dlmMLE |
Parameter estimation by maximum likelihood |
dlmModARMA |
Create a DLM representation of an ARMA process |
dlmModPoly |
Create an n-th order polynomial DLM |
dlmModReg |
Create a DLM representation of a regression model |
dlmModSeas |
Create a DLM for seasonal factors |
dlmModTrig |
Create Fourier representation of a periodic DLM component |
dlmRandom |
Random DLM |
dlmSmooth |
DLM smoothing |
dlmSvd2var |
Compute a nonnegative definite matrix from its Singular Value Decomposition |
is.dlm |
dlm objects |
NelPlo |
Nelson-Plosser macroeconomic time series |
residuals.dlmFiltered |
One-step forecast errors |
rwishart |
Random Whishart matrix |
USecon |
US macroeconomic time series |