dlrm: Dynamic Linear Regression Model
Version 1.0-2

This package implements the estimation of a dynamic linear regression model by a Kalman filter/smoother, using the EM algorithm for (hyper-)parameter estimation.

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AuthorMaarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
Date of publication2014-03-27 16:43:52
MaintainerMaarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
LicenseGPL (>=2)
Version1.0-2
URL http://psychol.ucl.ac.uk/m.speekenbrink/software
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("dlrm", repos="http://R-Forge.R-project.org")

Man pages

dlrm: Dynamic linear regression model
dlrm-internal: dlrm internal functions
SMPT: Stock Market Prediction Task

Functions

SMPT Man page
dlrm Man page Source code
dlrm.CI Man page Source code
dlrm.Hessian Man page Source code
dlrm.em Man page Source code
dlrm.filter Man page Source code
dlrm.hess Man page Source code
dlrm.opt Man page Source code
dlrm.smoother Man page Source code
mvdlrm Source code
mvdlrm.em Source code
mvdlrm.filter Source code
mvdlrm.opt Source code
mvdlrm.smoother Source code

Files

COPYING
DESCRIPTION
NAMESPACE
NEWS
R
R/dlrm.R
R/mvdlrm.R
README
data
data/SMPT.rda
man
man/SMPT.Rd
man/dlrm-internal.Rd
man/dlrm.Rd
dlrm documentation built on May 21, 2017, 1:31 a.m.