dynr: Dynamic Modeling in R

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.

AuthorLu Ou [aut, cre], Michael D. Hunter [aut], Sy-Miin Chow [aut]
Date of publication2017-01-09 09:49:40
MaintainerLu Ou <lzo114@psu.edu>
LicenseApache License (== 2.0)
Version0.1.8-17

View on CRAN

Man pages

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

Files in this package

dynr
dynr/inst
dynr/inst/models
dynr/inst/models/slow
dynr/inst/models/slow/RSlinearODE.R
dynr/inst/models/slow/data
dynr/inst/models/slow/data/Model2T1000n20batch2ODETrueStates.txt
dynr/inst/models/slow/data/Model2T1000n20batch2ODEsimData.txt
dynr/inst/models/slow/data/New2CovT500n10batch1ODEsimData.txt
dynr/inst/models/slow/data/Model2T1000n20batch2ODETrueRegimes.txt
dynr/inst/models/slow/data/Model2T1000n20batch1ODETrueStates.txt
dynr/inst/models/slow/data/Model2T1000n20batch1ODEsimData.txt
dynr/inst/models/slow/data/Model2T1000n20batch1ODETrueRegimes.txt
dynr/inst/models/slow/RSlinearODE.c
dynr/inst/models/slow/RSODEmodel.c
dynr/inst/models/slow/MCTest.R
dynr/inst/models/slow/RSODEmodel2.c
dynr/src
dynr/src/stop.c
dynr/src/adaodesolver.h
dynr/src/nlopt.h
dynr/src/adaodesolver.c
dynr/src/slsqp.h
dynr/src/print_function.c
dynr/src/debug_onmac.sh
dynr/src/ekf.h
dynr/src/neldermead.h
dynr/src/Makevars.win.in
dynr/src/mainR.c
dynr/src/MakevarsGSL.win
dynr/src/nldrmd.c
dynr/src/redblack.c
dynr/src/sbplx.c
dynr/src/MakevarsIgnore
dynr/src/data_structure.h
dynr/src/runnlopt_onair.sh
dynr/src/ekf.c
dynr/src/redblack.h
dynr/src/runnlopt_onmac.sh
dynr/src/nlopt-util.h
dynr/src/estimation.h
dynr/src/model.h
dynr/src/mainR.h
dynr/src/nlopt-internal.h
dynr/src/Makevars.in
dynr/src/general.c
dynr/src/brekfis.c
dynr/src/model.c
dynr/src/estimation.c
dynr/src/print_function.h
dynr/src/runmainC_onair.sh
dynr/src/debug_onair.sh
dynr/src/math_function.c
dynr/src/brekfis.h
dynr/src/qsort_r.c
dynr/src/numeric_derivatives.c
dynr/src/Makevars.win
dynr/src/options.c
dynr/src/wrappernegloglike.h
dynr/src/optimize.c
dynr/src/slsqp.c
dynr/src/math_function.h
dynr/src/wrappernegloglike.c
dynr/src/glue.c
dynr/src/runnlopt_onairwin.sh
dynr/src/numeric_derivatives.h
dynr/NAMESPACE
dynr/demo
dynr/demo/RSNonlinearDiscrete.R
dynr/demo/LinearSDE.R
dynr/demo/RSNonlinearODE.R
dynr/demo/NonlinearODE.R
dynr/demo/RSLinearDiscrete.R
dynr/demo/RSLinearDiscreteYang.R
dynr/demo/00Index
dynr/NEWS
dynr/data
dynr/data/EMGsim.txt.gz
dynr/data/RSPPsim.txt.gz
dynr/data/NonlinearDFAsim.txt.gz
dynr/data/PPsim.txt.gz
dynr/data/datalist
dynr/data/EMG.txt.gz
dynr/R
dynr/R/dynrModel.R dynr/R/dynrCook.R dynr/R/dynrVersion.R dynr/R/dynrModelInternal.R dynr/R/dataDoc.R dynr/R/dynrData.R
dynr/R/dynrVersion.R.in
dynr/R/dynrPlot.R dynr/R/dynrFuncAddress.R dynr/R/dynrRecipe.R
dynr/MD5
dynr/build
dynr/build/partial.rdb
dynr/DESCRIPTION
dynr/configure
dynr/man
dynr/man/dynrMeasurement-class.Rd dynr/man/EMGsim.Rd dynr/man/plotFormula.Rd dynr/man/vcov.dynrCook.Rd dynr/man/dynrRegimes-class.Rd dynr/man/prep.initial.Rd dynr/man/plot-dynrCook-method.Rd dynr/man/prep.matrixDynamics.Rd dynr/man/printex.Rd dynr/man/internalModelPrep.Rd dynr/man/summary-dynrCook-method.Rd dynr/man/dynr.ggplot.Rd dynr/man/prep.regimes.Rd dynr/man/diag-character-method.Rd dynr/man/prep.tfun.Rd dynr/man/prep.noise.Rd dynr/man/coef.dynrCook.Rd dynr/man/dynrRecipe-class.Rd dynr/man/EMG.Rd dynr/man/dynr.ldl.Rd dynr/man/prep.formulaDynamics.Rd dynr/man/PPsim.Rd dynr/man/dynrInitial-class.Rd dynr/man/dynr.plotFreq.Rd dynr/man/RSPPsim.Rd dynr/man/dynrCook-class.Rd dynr/man/NonlinearDFAsim.Rd dynr/man/prep.measurement.Rd dynr/man/dynrDynamics-class.Rd dynr/man/dynrNoise-class.Rd dynr/man/dynrModel-class.Rd dynr/man/dynr-package.Rd dynr/man/dynr.cook.Rd dynr/man/logLik.dynrCook.Rd dynr/man/dynr.data.Rd dynr/man/dynr.model.Rd dynr/man/dynrTrans-class.Rd dynr/man/prep.loadings.Rd
dynr/configure.win
dynr/tools
dynr/tools/buildNum.sh
dynr/tools/prep
dynr/tools/configureAutoConf.in
dynr/tools/testModels.R
dynr/tools/roxygenize

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.