Man pages for dlm
Bayesian and Likelihood Analysis of Dynamic Linear Models

armsFunction to perform Adaptive Rejection Metropolis Sampling
ARtransParsFunction to parametrize a stationary AR process
bdiagBuild a block diagonal matrix
convex.boundsFind the boundaries of a convex set
dlmdlm objects
dlmBSampleDraw from the posterior distribution of the state vectors
dlmFilterDLM filtering
dlmForecastPrediction and simulation of future observations
dlmGibbsDIGGibbs sampling for d-inverse-gamma model
dlmLLLog likelihood evaluation for a state space model
dlmMLEParameter estimation by maximum likelihood
dlmModARMACreate a DLM representation of an ARMA process
dlmModPolyCreate an n-th order polynomial DLM
dlmModRegCreate a DLM representation of a regression model
dlmModSeasCreate a DLM for seasonal factors
dlmModTrigCreate Fourier representation of a periodic DLM component
dlmRandomRandom DLM
dlmSmoothDLM smoothing
dlmSumOuter sum of Dynamic Linear Models
dlmSvd2varCompute a nonnegative definite matrix from its Singular Value...
dropFirstDrop the first element of a vector or matrix
FFComponents of a dlm object
mcmcUtility functions for MCMC output analysis
NelPloNelson-Plosser macroeconomic time series
residuals.dlmFilteredOne-step forecast errors
rwishartRandom Wishart matrix
USeconUS macroeconomic time series
dlm documentation built on May 30, 2017, 3:37 a.m.