Man pages for stsm
Structural Time Series Models
| barrier-eval | Barrier Term in the Likelihood Function |
| datagen-stsm | Generate Data from a Structural Time Series Model |
| force-defpos | Force Positive Definiteness of a Matrix |
| gdp4795 | USA Real Gross Domestic Product |
| init-vars | Initial Parameter Values |
| line-search | Choice of the Step Size in the Scoring Algorithm |
| maxlik-em | Maximization of the Time Domain Likelihood Function via the... |
| maxlik-fd | Maximization of the Spectral Likelihood Function |
| maxlik-td | Maximization of the Time Domain Likelihood Function |
| method-logLik | Extract Log-Likelihood |
| methods-stsmFit | Methods to Extract Information from a Fitted 'stsm' Model... |
| methods-vcov-confint | Variance-covariance Matrix for a Fitted 'stsm' Model Object |
| mloglik-fd | Spectral Log-Likelihood Function and Derivatives |
| mloglik-td | Time Domain Log-Likelihood Function and Derivatives |
| sim-data | Simulated Data |
| stsm-class | Class 'stsm' for Structural Time Series Models |
| stsmFit | Interface to Different Fitting Procedures |
| stsm-methods-char2numeric | State Space Representation of Objects of Class 'stsm' |
| stsm-methods-get | Getter Methods for Class 'stsm' |
| stsm-methods-set | Setter Methods for Class 'stsm' |
| stsm-methods-transPars | Parameterization of Models Defined in the Class 'stsm' |
| stsm-model | Wrapper for Constructor of Objects of Class 'stsm' |
| stsm-package | Structural Time Series Models |
| stsm-sgf | Spectral Generating Function of Common Structural Time Series... |
| stsm-show-methods | Display an Object of Class 'stsm' |
| stsm-validObject | Check the Validity of an Object of Class 'stsm' |
