Bayesian and Likelihood Analysis of Dynamic Linear Models

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 |

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