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.

Author
Lu Ou [aut, cre], Michael D. Hunter [aut], Sy-Miin Chow [aut]
Date of publication
2016-06-09 20:41:13
Maintainer
Lu Ou <lzo114@psu.edu>
License
Apache License (== 2.0)
Version
0.1.7

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
\Sexpr[results=rd,stage=build]{tools:::Rd_package_title("dynr")}
dynrRecipe-class
The dynrRecipe Class
dynrRegimes-class
The dynrRegimes Class
dynrTrans-class
The dynrTrans Class
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/00Index
dynr/data
dynr/data/EMGsim.txt.gz
dynr/data/RSPPsim.txt.gz
dynr/data/NonlinearDFAsim.txt.gz
dynr/data/PPsim.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/dynr.ldl.Rd
dynr/man/prep.formulaDynamics.Rd
dynr/man/PPsim.Rd
dynr/man/dynrInitial-class.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