Functions for DLM Analysis


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Documentation for package `dlm' version 0.7-1

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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