dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models
Version 1.1-4

Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models

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AuthorGiovanni Petris <GPetris@uark.edu>. Original C code for ARMS by Wally Gilks.
Date of publication2014-09-16 23:53:05
MaintainerGiovanni Petris <GPetris@uark.edu>
LicenseGPL (>= 2)
Version1.1-4
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("dlm")

Man pages

arms: Function to perform Adaptive Rejection Metropolis Sampling
ARtransPars: Function to parametrize a stationary AR process
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
dlmGibbsDIG: Gibbs sampling for d-inverse-gamma model
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
dlmSum: Outer sum of Dynamic Linear Models
dlmSvd2var: Compute a nonnegative definite matrix from its Singular Value...
dropFirst: Drop the first element of a vector or matrix
FF: Components of a dlm object
mcmc: Utility functions for MCMC output analysis
NelPlo: Nelson-Plosser macroeconomic time series
residuals.dlmFiltered: One-step forecast errors
rwishart: Random Wishart matrix
USecon: US macroeconomic time series

Functions

ARtransPars Man page Source code
C0 Man page Source code
C0.dlm Man page Source code
C0<- Man page
C0<-.dlm Man page
FF Man page Source code
FF.dlm Man page Source code
FF<- Man page
FF<-.dlm Man page
GG Man page Source code
GG.dlm Man page Source code
GG<- Man page
GG<-.dlm Man page
JFF Man page Source code
JFF.dlm Man page Source code
JFF<- Man page
JFF<-.dlm Man page
JGG Man page Source code
JGG.dlm Man page Source code
JGG<- Man page
JGG<-.dlm Man page
JV Man page Source code
JV.dlm Man page Source code
JV<- Man page
JV<-.dlm Man page
JW Man page Source code
JW.dlm Man page Source code
JW<- Man page
JW<-.dlm Man page
NelPlo Man page
USecon Man page
V Man page Source code
V.dlm Man page Source code
V<- Man page
V<-.dlm Man page
W Man page Source code
W.dlm Man page Source code
W<- Man page
W<-.dlm Man page
X Man page Source code
X.dlm Man page Source code
X<- Man page
X<-.dlm Man page
\%+\% Man page
arms Man page
as.dlm Man page Source code
bdiag Man page Source code
convex.bounds Man page
dlm Man page Source code
dlmBSample Man page Source code
dlmFilter Man page Source code
dlmForecast Man page Source code
dlmGibbsDIG Man page Source code
dlmLL Man page Source code
dlmMLE Man page
dlmModARMA Man page Source code
dlmModPoly Man page Source code
dlmModReg Man page Source code
dlmModSeas Man page Source code
dlmModTrig Man page Source code
dlmRandom Man page Source code
dlmSmooth Man page Source code
dlmSmooth.default Man page Source code
dlmSmooth.dlmFiltered Man page Source code
dlmSum Man page
dlmSvd2var Man page Source code
dropFirst Man page Source code
ergMean Man page Source code
is.dlm Man page Source code
is.dlmFiltered Source code
m0 Man page Source code
m0.dlm Man page Source code
m0<- Man page
m0<-.dlm Man page
mcmcMean Man page Source code
mcmcMeans Man page
mcmcSD Man page Source code
onUnload Source code
print.dlm Source code
print.mcmcMean Source code
residuals.dlmFiltered Man page Source code
rwishart Man page Source code
tsdiag.dlmFiltered Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/dlm.R
inst/doc/dlm.pdf
inst/doc/dlm.Rnw
src
src/Makevars
src/arms-R.c
src/dlm.c
NAMESPACE
NEWS
data
data/NelPlo.rda
data/USecon.rda
R
R/arms.R
R/DLM.R
R/zzz.R
vignettes
vignettes/dlm.Rnw
MD5
README
build
build/vignette.rds
DESCRIPTION
man
man/dlmForecast.Rd
man/dlmModTrig.Rd
man/ARtransPars.Rd
man/USecon.Rd
man/dlmModARMA.Rd
man/arms.Rd
man/dlmRandom.Rd
man/dlmSum.Rd
man/dlmBSample.Rd
man/dlmModReg.Rd
man/FF.Rd
man/dlm.Rd
man/NelPlo.Rd
man/dlmSvd2var.Rd
man/dropFirst.Rd
man/dlmMLE.Rd
man/dlmGibbsDIG.Rd
man/dlmModPoly.Rd
man/dlmFilter.Rd
man/residuals.dlmFiltered.Rd
man/dlmLL.Rd
man/bdiag.Rd
man/dlmSmooth.Rd
man/convex.bounds.Rd
man/rwishart.Rd
man/mcmc.Rd
man/dlmModSeas.Rd
dlm documentation built on May 20, 2017, 1:21 a.m.