Dynamic Systems Estimation - extensions


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Documentation for package ‘dse2’ version 2008.10-1

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B C D E F G H I M N O P R S T

-- B --

build.diagonal.model Generate Data
build.input.models Generate Data

-- C --

coef.TSestModelEstEval Specific Methods for coef
coef.TSmodelEstEval Specific Methods for coef
combine.forecastCov Combine 2 Forecast Cov Objects
combine.forecastCovEstimatorsWRTdata Combine 2 Forecast Cov Objects
combine.forecastCovEstimatorsWRTtrue Combine 2 Forecast Cov Objects

-- D --

distribution Plot distribution of estimates
distribution.MonteCarloSimulations Generate distribution plots of Monte Carlo simulations
distribution.rootsEstEval Plot distribution of estimates
distribution.TSdata Plot distribution of estimates

-- E --

EstEval Evaluate an estimation method
estimateModels Estimate Models
estimatorsHorizonForecastsWRTdata Estimate models and forecast at given horizons
excludeForecastCov Filter Object to Remove Forecasts
extractforecastCov Extract Forecast Covariance

-- F --

featherForecasts Multiple Horizon-Step Ahead Forecasts
forecast Forecast Multiple Steps Ahead
forecastCov Forecast covariance for different models
forecastCovEstimatorsWRTdata Calculate Forecast Cov of Estimators WRT Data
forecastCovEstimatorsWRTtrue Compare Forecasts Cov Relative to True Model Output
forecastCovReductionsWRTtrue Forecast covariance for different models
forecastCovWRTtrue Compare Forecasts to True Model Output
forecasts Extract Forecasts

-- G --

generateSSmodel Randomly generate a state space model
genMineData Generate Data

-- H --

horizonForecasts Calculate forecasts at specified horizons
horizonForecastsCompiled Calculate forecasts at specified horizons

-- I --

is.EstEval Evaluate an estimation method
is.estimatedModels Estimate Models
is.featherForecasts Multiple Horizon-Step Ahead Forecasts
is.forecast Forecast Multiple Steps Ahead
is.forecastCov Forecast covariance for different models
is.forecastCovEstimatorsWRTdata Calculate Forecast Cov of Estimators WRT Data
is.forecastCovEstimatorsWRTdata.subsets Check Inheritance
is.forecastCovEstimatorsWRTtrue Compare Forecasts Cov Relative to True Model Output
is.forecastCovWRTdata Compare Forecasts to True Model Output
is.horizonForecasts Calculate forecasts at specified horizons
is.MonteCarloSimulations Generate simulations

-- M --

minForecastCov Minimum Forecast Cov Models
minimumStartupLag Starting Periods Required
MonteCarloSimulations Generate simulations

-- N --

nseries.featherForecasts Number of Series
nseriesInput.MonteCarloSimulations Number of Series
nseriesOutput.MonteCarloSimulations Number of Series

-- O --

outOfSample.forecastCovEstimatorsWRTdata Calculate Out-of-Sample Forecasts

-- P --

periods.MonteCarloSimulations Tframe or Number of Periods
permute Permute
phasePlots Calculate Phase Plots
plot.rootsEstEval Specific tfplot methods for rootsEstEval (EstEval) objects
print.EstEval Print Specific Methods
print.estimatedModels Print Specific Methods
print.forecastCov Print Specific Methods
print.forecastCovEstimatorsWRTdata.subsets Print Specific Methods
print.forecastCovEstimatorsWRTtrue Print Specific Methods
print.MonteCarloSimulations Print Specific Methods
print.summary.coefEstEval Summary Specific Methods
print.summary.EstEval Summary Specific Methods
print.summary.estimatedModels Summary Specific Methods
print.summary.forecastCov Summary Specific Methods
print.summary.forecastCovEstimatorsWRTdata.subsets Summary Specific Methods
print.summary.forecastCovEstimatorsWRTtrue Summary Specific Methods
print.summary.MonteCarloSimulations Summary Specific Methods
print.summary.rootsEstEval Summary Specific Methods
print.summary.TSestModelEstEval Summary Specific Methods
print.summary.TSmodelEstEval Summary Specific Methods

-- R --

roots.coefEstEval Roots Specific Methods
roots.estimatedModels Roots Specific Methods
roots.forecastCovEstimatorsWRTtrue Roots Specific Methods
roots.rootsEstEval Roots Specific Methods
roots.TSestModelEstEval Roots Specific Methods
roots.TSmodelEstEval Roots Specific Methods

-- S --

selectForecastCov Select Forecast Covariances Meeting Criteria
seriesNamesInput.featherForecasts TS Input and Output Specific Methods
seriesNamesInput.forecast TS Input and Output Specific Methods
seriesNamesInput.MonteCarloSimulations TS Input and Output Specific Methods
seriesNamesOutput.featherForecasts TS Input and Output Specific Methods
seriesNamesOutput.forecast TS Input and Output Specific Methods
seriesNamesOutput.MonteCarloSimulations TS Input and Output Specific Methods
shockDecomposition Shock Decomposition
startShift Starting Periods Required
stripMine Select a Data Subset and Model
summary.coefEstEval Summary Specific Methods
summary.EstEval Summary Specific Methods
summary.estimatedModels Summary Specific Methods
summary.forecastCov Summary Specific Methods
summary.forecastCovEstimatorsWRTdata.subsets Summary Specific Methods
summary.forecastCovEstimatorsWRTtrue Summary Specific Methods
summary.MonteCarloSimulations Summary Specific Methods
summary.rootsEstEval Summary Specific Methods
summary.TSestModelEstEval Summary Specific Methods
summary.TSmodelEstEval Summary Specific Methods

-- T --

testEqual.EstEval Specific Methods for Testing Equality
testEqual.estimatedModels Specific Methods for Testing Equality
testEqual.forecast Specific Methods for Testing Equality
testEqual.forecastCov Specific Methods for Testing Equality
testEqual.horizonForecasts Specific Methods for Testing Equality
testEqual.MonteCarloSimulations Specific Methods for Testing Equality
tfplot.coefEstEval Specific tfplot methods for coefEstEval (EstEval) objects
tfplot.EstEval Specific Methods for tfplot
tfplot.featherForecasts Specific Methods for tfplot
tfplot.forecast Specific Methods for tfplot
tfplot.forecastCov Plots of Forecast Variance
tfplot.forecastCovEstimatorsWRTdata Plots of Forecast Variance
tfplot.horizonForecasts Specific Methods for tfplot
tfplot.MonteCarloSimulations Generate plots of Monte Carlo simulations
tfplot.multiModelHorizonForecasts Specific Methods for tfplot
tfplot.rootsEstEval Specific tfplot methods for rootsEstEval (EstEval) objects
tfplot.TSestModelEstEval Specific Methods for tfplot
tfplot.TSmodelEstEval Specific Methods for tfplot
tframe.MonteCarloSimulations Tframe or Number of Periods
totalForecastCov Sum covariance of forecasts across all series
TSdata.forecastCov TS Extractor Specific Methods
TSestModel.coefEstEval TS Extractor Specific Methods
TSmodel.coefEstEval TS Extractor Specific Methods
TSmodel.forecastCov TS Extractor Specific Methods