Man pages for drkowal/FDLM
A Bayesian Multivariate Functional Dynamic Linear Model

blockDiagCompute a block diagonal matrix w/ constant blocks
computeTimeRemainingEstimate the remaining time in the MCMC based on previous...
credBandsCompute Simultaneous Credible Bands
ergMeanCompute the ergodic (running) mean.
fdlmMCMC Sampling Algorithm for the FDLM
fdlm0MCMC Sampling Algorithm for the FDLM
fdlm_factorSample the dynamic factors
fdlm_flcFactor Loading Curve Sampling Algorithm
f_nsCompute the Nelson-Siegel Curves
getEffSizeSummarize of effective sample size
getSplineInfo_dConstruct the spline basis and penalty matrices
initCommonSVInitialize the (common) SV parameters
par_initInitialize the parametric terms
par_init_ssmInitialize the parametric terms using MLEs
plot_curvePlot a curve given posterior samples
plot_factorsPlot the factors
plot_flcPlot the factor loading curves
sampleARmuSample the unconditional mean in an AR(1) Model
sampleARphiSample the autoregressive coefficients in an AR(1) Model
sampleCommonLogVolsSample the latent log-volatilities, common to m-dimensional...
sampleCommonSVSample the (common) stochastic volatility parameters
sampleFLCFactor Loading Curve Sampling Algorithm
sampleFLC_1Factor Loading Curve Sampling Algorithm for K=1
sampleFLC_consFactor Loading Curve Sampling Algorithm
sampleFLC_cons_1Factor Loading Curve Sampling Algorithm for K=1
sampleFLC_orthogFactor Loading Curve Sampling Algorithm
sample_lambdaFactor loading curve smoothing parameter sampler
sampleMGPMultiplicative Gamma Process (MGP) Sampler
sampleVARSample the VAR coefficient matrix
sampleVARmuSample the unconditional mean in a VAR
sample_WtEvolution error variance sampler
simBaSCompute Simultaneous Band Scores (SimBaS)
uni.sliceUnivariate Slice Sampler from Neal (2008)
update_modelUpdate the KFAS model
drkowal/FDLM documentation built on Aug. 17, 2018, 5:29 a.m.