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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.
Getting started
Browse package contents
Package details |
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| Author | Cyrille Szymanski <cnszym@gmail.com> [aut] |
| Maintainer | Cyrille Szymanski <cnszym@gmail.com> |
| License | GPL (>= 2) | BSD_2_clause + file LICENSE |
| Version | 1.4-2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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