Man pages for drkowal/FDLM
A Bayesian Multivariate Functional Dynamic Linear Model
| blockDiag | Compute a block diagonal matrix w/ constant blocks |
| computeTimeRemaining | Estimate the remaining time in the MCMC based on previous... |
| credBands | Compute Simultaneous Credible Bands |
| ergMean | Compute the ergodic (running) mean. |
| fdlm | MCMC Sampling Algorithm for the FDLM |
| fdlm0 | MCMC Sampling Algorithm for the FDLM |
| fdlm_factor | Sample the dynamic factors |
| fdlm_flc | Factor Loading Curve Sampling Algorithm |
| f_ns | Compute the Nelson-Siegel Curves |
| getEffSize | Summarize of effective sample size |
| getSplineInfo_d | Construct the spline basis and penalty matrices |
| initCommonSV | Initialize the (common) SV parameters |
| par_init | Initialize the parametric terms |
| par_init_ssm | Initialize the parametric terms using MLEs |
| plot_curve | Plot a curve given posterior samples |
| plot_factors | Plot the factors |
| plot_flc | Plot the factor loading curves |
| sampleARmu | Sample the unconditional mean in an AR(1) Model |
| sampleARphi | Sample the autoregressive coefficients in an AR(1) Model |
| sampleCommonLogVols | Sample the latent log-volatilities, common to m-dimensional... |
| sampleCommonSV | Sample the (common) stochastic volatility parameters |
| sampleFLC | Factor Loading Curve Sampling Algorithm |
| sampleFLC_1 | Factor Loading Curve Sampling Algorithm for K=1 |
| sampleFLC_cons | Factor Loading Curve Sampling Algorithm |
| sampleFLC_cons_1 | Factor Loading Curve Sampling Algorithm for K=1 |
| sampleFLC_orthog | Factor Loading Curve Sampling Algorithm |
| sample_lambda | Factor loading curve smoothing parameter sampler |
| sampleMGP | Multiplicative Gamma Process (MGP) Sampler |
| sampleVAR | Sample the VAR coefficient matrix |
| sampleVARmu | Sample the unconditional mean in a VAR |
| sample_Wt | Evolution error variance sampler |
| simBaS | Compute Simultaneous Band Scores (SimBaS) |
| uni.slice | Univariate Slice Sampler from Neal (2008) |
| update_model | Update the KFAS model |
