dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models

AuthorGiovanni Petris <GPetris@uark.edu>
Date of publicationNone
MaintainerGiovanni Petris <GPetris@uark.edu>
LicenseGPL (>= 2)
Version1.1-2

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Functions

\%+\% Man page
arms Man page
ARtransPars Man page
as.dlm Man page
bdiag Man page
C0 Man page
C0<- Man page
C0<-.dlm Man page
C0.dlm Man page
convex.bounds Man page
dlm Man page
dlmBSample Man page
dlmFilter Man page
dlmForecast Man page
dlmGibbsDIG Man page
dlmLL Man page
dlmMLE Man page
dlmModARMA Man page
dlmModPoly Man page
dlmModReg Man page
dlmModSeas Man page
dlmModTrig Man page
dlmRandom Man page
dlmSmooth Man page
dlmSmooth.default Man page
dlmSmooth.dlmFiltered Man page
dlmSum Man page
dlmSvd2var Man page
dropFirst Man page
ergMean Man page
FF Man page
FF<- Man page
FF<-.dlm Man page
FF.dlm Man page
GG Man page
GG<- Man page
GG<-.dlm Man page
GG.dlm Man page
is.dlm Man page
JFF Man page
JFF<- Man page
JFF<-.dlm Man page
JFF.dlm Man page
JGG Man page
JGG<- Man page
JGG<-.dlm Man page
JGG.dlm Man page
JV Man page
JV<- Man page
JV<-.dlm Man page
JV.dlm Man page
JW Man page
JW<- Man page
JW<-.dlm Man page
JW.dlm Man page
m0 Man page
m0<- Man page
m0<-.dlm Man page
m0.dlm Man page
mcmcMean Man page
mcmcMeans Man page
mcmcSD Man page
NelPlo Man page
residuals.dlmFiltered Man page
rwishart Man page
USecon Man page
V Man page
V<- Man page
V<-.dlm Man page
V.dlm Man page
W Man page
W<- Man page
W<-.dlm Man page
W.dlm Man page
X Man page
X<- Man page
X<-.dlm Man page
X.dlm Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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