Dynamic modeling of all kinds in R. These include models of processes in discrete time or continuous time. They also include processes that are linear or nonlinear. Latent variables can be continuous (e.g. state space models) or discrete (e.g. regime-switching models). The general approach involves maximum likelihood estimation of single- and multi-subject models of latent time series with the extended Kalman filter and Kim filter. The user provides recipes and data which are combined into a model that is then cooked to obtain free parameter estimates.
|Author||Lu Ou [aut, cre], Michael D. Hunter [aut], Sy-Miin Chow [aut]|
|Date of publication||2017-01-09 09:49:40|
|Maintainer||Lu Ou <firstname.lastname@example.org>|
|License||Apache License (== 2.0)|
coef.dynrCook: Extract fitted parameters from a dynrCook Object
diag-character-method: Create a diagonal matrix from a character vector
dynr.cook: Cook a dynr model to estimate its free parameters
dynrCook-class: The dynrCook Class
dynr.data: Create a list of data for parameter estimation (cooking dynr)...
dynrDynamics-class: The dynrDynamics Class
dynr.ggplot: The ggplot of the smoothed state estimates and the most...
dynrInitial-class: The dynrInitial Class
dynr.ldl: LDL Decomposition for Matrices
dynrMeasurement-class: The dynrMeasurement Class
dynr.model: Create a dynrModel object for parameter estimation (cooking...
dynrModel-class: The dynrModel Class
dynrNoise-class: The dynrNoise Class
dynr-package: Dynamic Modeling in R
dynr.plotFreq: Plot of the estimated frequencies of the regimes across all...
dynrRecipe-class: The dynrRecipe Class
dynrRegimes-class: The dynrRegimes Class
dynrTrans-class: The dynrTrans Class
EMG: Single-subject time series of facial electromyography data
EMGsim: Simulated single-subject time series to capture features of...
internalModelPrep: Do internal model preparation for dynr
logLik.dynrCook: Extract the log likelihood from a dynrCook Object
NonlinearDFAsim: Simulated multi-subject time series based on a dynamic factor...
plot-dynrCook-method: Plot method for dynrCook objects
plotFormula: Plot the formula from a model
PPsim: Simulated time series data for multiple eco-systems based on...
prep.formulaDynamics: Recipe function for specifying dynamic functions using...
prep.initial: Recipe function for preparing the initial conditions for the...
prep.loadings: Recipe function to quickly create factor loadings
prep.matrixDynamics: Recipe function for creating Linear Dynamcis using matrices
prep.measurement: Prepare the measurement recipe
prep.noise: Recipe function for specifying the measurement error and...
prep.regimes: Recipe function for creating regime switching (Markov...
prep.tfun: Create a dynrTrans object to handle the transformations and...
printex: The printex Method
RSPPsim: Simulated time series data for multiple eco-systems based on...
summary-dynrCook-method: Get the summary of a dynrCook object
vcov.dynrCook: Extract the Variance-Covariance Matrix of a dynrCook object