Dynamic Models with Regime-Switching

Vignettes

- Package overview
- README.md
- Installation for Developers
- Installation for Users
- Linear discrete-time regime-switching models
- Nonlinear continuous-time models
- Example: A Linear Stochastic Differential Equation Model"

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**autoplot.dynrTaste:**The ggplot of the outliers estimates.**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.config:**Check that dynr in configured properly**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.flowField:**A Function to plot the flow or velocity field for a one or...**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.mi:**Multiple Imputation of dynrModel objects**dynr.model:**Create a dynrModel object for parameter estimation (cooking...**dynrModel-class:**The dynrModel Class**dynrNoise-class:**The dynrNoise Class**dynr-package:**Dynamic Models with Regime-Switching**dynr.plotFreq:**Plot of the estimated frequencies of the regimes across all...**dynrRecipe-class:**The dynrRecipe Class**dynrRegimes-class:**The dynrRegimes Class**dynr.taste:**Detect outliers in state space models.**dynr.taste2:**Re-fit state-space model using the estimated outliers.**dynr.trajectory:**A Function to perform numerical integration of the chosen ODE...**dynrTrans-class:**The dynrTrans Class**dynr.version:**Current Version String**EMG:**Single-subject time series of facial electromyography data**EMGsim:**Simulated single-subject time series to capture features of...**ExpandRandomAsLVModel:**Extend a user-specified model to include random varibles**getdx:**A wrapper function to call functions in the fda package to...**internalModelPrep:**Do internal model preparation for dynr**LinearOsc:**Simulated time series data for a deterministic linear damped...**LogisticSetPointSDE:**Simulated time series data for a stochastic linear damped...**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...**oscData:**Another simulated multilevel multi-subject time series of a...**Oscillator:**Simulated time series data of a damped linear oscillator**Outliers:**Simulated time series data for detecting outliers.**PFAsim:**Simulated time series data of a multisubject process factor...**plot.dynrCook:**Plot method for dynrCook objects**plotFormula:**Plot the formula from a model**plotGCV:**A function to evaluate the generalized cross-validation (GCV)...**PPsim:**Simulated time series data for multiple eco-systems based on...**predict.dynrModel:**'predict' method for 'dynrModel' objects**prep.formulaDynamics:**Recipe function for specifying dynamic functions using...**Browse all...**

dynrNoise-class | R Documentation |

The dynrNoise Class

This is an internal class structure. You should not use it directly.
Use `prep.noise`

instead.

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