full_dlm_modeling: Dynamic Linear Model Estimation

In gueyenono/dlm.helper: What the Package Does (One Line, Title Case)

Dynamic Linear Model Estimation

Description

Dynamic Linear Model Estimation

Usage

full_dlm_modeling(
  data,
  t_var,
  y_var,
  state_components = NULL,
  deterministic_components = NULL,
  seasonal_frequency = NULL,
  reg_vars = NULL
)

Arguments

data	Data frame/tibble containing the series to model and the time variable.
t_var	Date vector of length 1. Column name of the time/date variable.
y_var	Character (atomic) vector of length 1. Column name of the y variable.
state_components	Character vector of the state components. Must be any combination of the following elements: c("level", "slope", "seasonal", "regressor"). Must contain "level" at least.
deterministic_components	Character vector specifying the deterministic state components. Must be any combination of the following elements: c("level", "slope", "seasonal"). Deterministic explanatory variable coefficients must be specified as "reg1", "reg2", ... Each "reg" corresponds to a variable in reg_data.
seasonal_frequency	Numeric vector of length 1. Periodicity of the seasonal component. Must be different from NULL if state_components contains "seasonal".
reg_vars	Character vector of the column name(s) of the explanatory variable(s) in data. This requires state_components to include "regressor".

Value

A list containing the model's output and metadata.

Examples

print("Soon!")

gueyenono/dlm.helper documentation built on June 8, 2022, 7:57 p.m.