dlmodeler: Generalized Dynamic Linear Modeler

dlmodeler is a set of user-friendly functions to simplify the state-space modelling, fitting, analysis and forecasting of Generalized Dynamic Linear Models (DLMs). It includes functions to name and extract individual components of a DLM, build classical seasonal time-series models (monthly, quarterly, yearly, etc. with calendar adjustments) and provides a unified interface compatible with other state-space packages including: dlm, FKF and KFAS.

AuthorCyrille Szymanski <cnszym@gmail.com> [aut]
Date of publication2014-02-11 00:54:58
MaintainerCyrille Szymanski <cnszym@gmail.com>
LicenseGPL (>= 2) | BSD_2_clause + file LICENSE
Version1.4-2

View on CRAN

Functions

AIC.dlmodeler.fit Man page
deterministic.level Man page
deterministic.season Man page
deterministic.trend Man page
dlmodeler Man page
*.dlmodeler Man page
\%\%.dlmodeler Man page
+.dlmodeler Man page
dlmodeler.add Man page
dlmodeler.arima Man page
dlmodeler.bdiag Man page
dlmodeler.bind Man page
dlmodeler.build Man page
dlmodeler.build.arima Man page
dlmodeler.build.constant Man page
dlmodeler.build.dseasonal Man page
dlmodeler.build.function Man page
dlmodeler.build.polynomial Man page
dlmodeler.build.regression Man page
dlmodeler.build.structural Man page
dlmodeler.build.tseasonal Man page
dlmodeler.build.unknowns Man page
dlmodeler.check Man page
dlmodeler.constant Man page
dlmodeler.countweekdays Man page
dlmodeler.dseasonal Man page
dlmodeler.extract Man page
dlmodeler.filter Man page
dlmodeler.filter.dlm Man page
dlmodeler.filter.FKF Man page
dlmodeler.filter.KFAS Man page
dlmodeler.fit Man page
dlmodeler.fit.MAD Man page
dlmodeler.fit.MAPE Man page
dlmodeler.fit.MLE Man page
dlmodeler.fit.MSE Man page
dlmodeler.fit.sigma Man page
dlmodeler.forecast Man page
dlmodeler.multiply Man page
dlmodeler.polynomial Man page
dlmodeler.regression Man page
dlmodeler.smooth Man page
dlmodeler.smooth.dlm Man page
dlmodeler.smooth.KFAS Man page
dlmodeler.structural Man page
dlmodeler.timevar.fun Man page
dlmodeler.tseasonal Man page
dlmodeler.yeardays Man page
logLik.dlmodeler.filtered Man page
logLik.dlmodeler.fit Man page
print.dlmodeler Man page
random.walk Man page
stochastic.level Man page
stochastic.season Man page
stochastic.trend Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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