dlmodeler: Generalized Dynamic Linear Modeler
Version 1.4-2

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.

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("dlmodeler")

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

Functions

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

Files

tests
tests/tests.R
NAMESPACE
R
R/dlmodeler-models-basic.R
R/dlmodeler-fit.R
R/dlmodeler-dlm.R
R/dlmodeler-models-advanced.R
R/dlmodeler-KFAS.R
R/dlmodeler-FKF.R
R/dlmodeler-core.R
MD5
DESCRIPTION
ChangeLog
man
man/dlmodeler.build.tseasonal.Rd
man/dlmodeler.build.regression.Rd
man/dlmodeler.build.polynomial.Rd
man/dlmodeler.build.arima.Rd
man/dlmodeler.check.Rd
man/dlmodeler.build.structural.Rd
man/dlmodeler.build.Rd
man/dlmodeler-package.Rd
man/print.dlmodeler.Rd
man/dlmodeler.operators.Rd
man/dlmodeler-internal.Rd
man/dlmodeler.extract.Rd
man/dlmodeler.fit.Rd
man/dlmodeler.build.dseasonal.Rd
man/dlmodeler.forecast.Rd
man/dlmodeler.filter.smooth.Rd
man/AIC.dlmodeler.fit.Rd
man/dlmodeler.yeardays.Rd
LICENSE
dlmodeler documentation built on May 19, 2017, 8:33 a.m.