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 publication2017-02-24 08:31:49
MaintainerLu Ou <lzo114@psu.edu>
LicenseApache License (== 2.0)
Version0.1.9-20

View on CRAN

Man pages

coef.dynrCook: Extract fitted parameters from a dynrCook Object

confint.dynrCook: Confidence Intervals for Model Parameters

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

names-dynrCook-method: Extract the free parameter names of a dynrCook object

names-dynrModel-method: Extract the free parameter names of a dynrModel object

nobs.dynrCook: Extract the number of observations for a dynrCook object

nobs.dynrModel: Extract the number of observations for a dynrModel object

NonlinearDFAsim: Simulated multi-subject time series based on a dynamic factor...

plot.dynrCook: 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: Get the summary of a dynrCook object

vcov.dynrCook: Extract the Variance-Covariance Matrix of a dynrCook object

Functions

autoplot.dynrCook Man page
coef<- Man page
coef.dynrCook Man page
coef<-.dynrModel Man page
coef.dynrModel Man page
confint.dynrCook Man page
deviance.dynrCook Man page
diag Man page
diag.character Man page
diag,character-method Man page
dynr Man page
dynr.cook Man page
dynrCook-class Man page
$,dynrCook-method Man page
dynr.data Man page
dynrDebug-class Man page
dynrDynamics-class Man page
dynrDynamicsFormula-class Man page
dynrDynamicsMatrix-class Man page
dynr.ggplot Man page
dynrInitial-class Man page
dynr.ldl Man page
dynrMeasurement-class Man page
dynr.model Man page
dynrModel-class Man page
$<-,dynrModel-method Man page
$,dynrModel-method Man page
dynrNoise-class Man page
dynrOutall-class Man page
dynr-package Man page
dynr.plotFreq Man page
dynrRecipe-class Man page
$,dynrRecipe-method Man page
dynrRegimes-class Man page
dynrTrans-class Man page
EMG Man page
EMGsim Man page
internalModelPrep Man page
logLik.dynrCook Man page
names,dynrCook-method Man page
names,dynrModel-method Man page
nobs.dynrCook Man page
nobs.dynrModel Man page
NonlinearDFAsim Man page
plot.dynrCook Man page
plotFormula Man page
PPsim Man page
prep.formulaDynamics Man page
prep.initial Man page
prep.loadings Man page
prep.matrixDynamics Man page
prep.measurement Man page
prep.noise Man page
prep.regimes Man page
prep.tfun Man page
print,dynrCook-method Man page
print,dynrModel-method Man page
print,dynrRecipe-method Man page
printex Man page
printex,dynrCook-method Man page
printex,dynrDynamicsFormula-method Man page
printex,dynrDynamicsMatrix-method Man page
printex,dynrInitial-method Man page
printex,dynrMeasurement-method Man page
printex,dynrModel-method Man page
printex,dynrNoise-method Man page
printex,dynrRegimes-method Man page
RSPPsim Man page
show,dynrCook-method Man page
show,dynrModel-method Man page
show,dynrRecipe-method Man page
summary.dynrCook Man page
vcov.dynrCook Man page

Files

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/mainR.c
dynr/src/nldrmd.c
dynr/src/redblack.c
dynr/src/sbplx.c
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.Rd dynr/man/confint.dynrCook.Rd dynr/man/prep.matrixDynamics.Rd dynr/man/printex.Rd dynr/man/internalModelPrep.Rd dynr/man/names-dynrModel-method.Rd dynr/man/nobs.dynrModel.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/names-dynrCook-method.Rd dynr/man/dynr.ldl.Rd dynr/man/prep.formulaDynamics.Rd dynr/man/PPsim.Rd dynr/man/summary.dynrCook.Rd dynr/man/dynrInitial-class.Rd dynr/man/nobs.dynrCook.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/cleanup
dynr/tools
dynr/tools/buildNum.sh
dynr/tools/prep
dynr/tools/configureAutoConf.in
dynr/tools/testModels.R
dynr/tools/roxygenize

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