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 <[email protected]> [aut]|
|Date of publication||2014-02-11 00:54:58|
|Maintainer||Cyrille Szymanski <[email protected]>|
|License||GPL (>= 2) | BSD_2_clause + file LICENSE|
|Package repository||View on CRAN|
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