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.

Author
Cyrille Szymanski <cnszym@gmail.com> [aut]
Date of publication
2014-02-11 00:54:58
Maintainer
Cyrille Szymanski <cnszym@gmail.com>
License
GPL (>= 2) | BSD_2_clause + file LICENSE
Version
1.4-2

View on CRAN

Man pages

AIC.dlmodeler.fit
Log-likelihood and AIC of a model
dlmodeler.build
Build a DLM
dlmodeler.build.arima
Build an ARIMA model
dlmodeler.build.dseasonal
Build a "dummy seasonal" model
dlmodeler.build.polynomial
Build a polynomial model
dlmodeler.build.regression
Build a regression model
dlmodeler.build.structural
Build a structural time series model
dlmodeler.build.tseasonal
Build a trigonometric seasonal model
dlmodeler.check
Check dimensions and validity
dlmodeler.extract
Extract the mean, covariance and prediction intervals for...
dlmodeler.filter.smooth
Filtering and smoothing for a DLM
dlmodeler.fit
Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.forecast
Forecast function
dlmodeler-internal
For internal use only
dlmodeler.operators
Add, multiply or bind models
dlmodeler-package
Generalized Dynamic Linear Modeler
dlmodeler.yeardays
Return the number of days and weekdays in a given year
print.dlmodeler
Print a model

Files in this package

dlmodeler
dlmodeler/tests
dlmodeler/tests/tests.R
dlmodeler/NAMESPACE
dlmodeler/R
dlmodeler/R/dlmodeler-models-basic.R
dlmodeler/R/dlmodeler-fit.R
dlmodeler/R/dlmodeler-dlm.R
dlmodeler/R/dlmodeler-models-advanced.R
dlmodeler/R/dlmodeler-KFAS.R
dlmodeler/R/dlmodeler-FKF.R
dlmodeler/R/dlmodeler-core.R
dlmodeler/MD5
dlmodeler/DESCRIPTION
dlmodeler/ChangeLog
dlmodeler/man
dlmodeler/man/dlmodeler.build.tseasonal.Rd
dlmodeler/man/dlmodeler.build.regression.Rd
dlmodeler/man/dlmodeler.build.polynomial.Rd
dlmodeler/man/dlmodeler.build.arima.Rd
dlmodeler/man/dlmodeler.check.Rd
dlmodeler/man/dlmodeler.build.structural.Rd
dlmodeler/man/dlmodeler.build.Rd
dlmodeler/man/dlmodeler-package.Rd
dlmodeler/man/print.dlmodeler.Rd
dlmodeler/man/dlmodeler.operators.Rd
dlmodeler/man/dlmodeler-internal.Rd
dlmodeler/man/dlmodeler.extract.Rd
dlmodeler/man/dlmodeler.fit.Rd
dlmodeler/man/dlmodeler.build.dseasonal.Rd
dlmodeler/man/dlmodeler.forecast.Rd
dlmodeler/man/dlmodeler.filter.smooth.Rd
dlmodeler/man/AIC.dlmodeler.fit.Rd
dlmodeler/man/dlmodeler.yeardays.Rd
dlmodeler/LICENSE