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.

Package details

AuthorCyrille Szymanski <[email protected]> [aut]
MaintainerCyrille Szymanski <[email protected]>
LicenseGPL (>= 2) | BSD_2_clause + file LICENSE
Package repositoryView on CRAN
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dlmodeler documentation built on May 29, 2017, 11:33 a.m.