Bayesian and Likelihood Analysis of Dynamic Linear Models

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Documentation for package ‘dlm’ version 1.1-6

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

%+%	Outer sum of Dynamic Linear Models
arms	Function to perform Adaptive Rejection Metropolis Sampling
ARtransPars	Function to parametrize a stationary AR process
as.dlm	dlm objects
bdiag	Build a block diagonal matrix
C0	Components of a dlm object
C0.dlm	Components of a dlm object
C0<-	Components of a dlm object
C0<-.dlm	Components of a dlm object
convex.bounds	Find the boundaries of a convex set
dlm	dlm objects
dlmBSample	Draw from the posterior distribution of the state vectors
dlmFilter	DLM filtering
dlmForecast	Prediction and simulation of future observations
dlmGibbsDIG	Gibbs sampling for d-inverse-gamma model
dlmLL	Log likelihood evaluation for a state space model
dlmMLE	Parameter estimation by maximum likelihood
dlmModARMA	Create a DLM representation of an ARMA process
dlmModPoly	Create an n-th order polynomial DLM
dlmModReg	Create a DLM representation of a regression model
dlmModSeas	Create a DLM for seasonal factors
dlmModTrig	Create Fourier representation of a periodic DLM component
dlmRandom	Random DLM
dlmSmooth	DLM smoothing
dlmSmooth.default	DLM smoothing
dlmSmooth.dlmFiltered	DLM smoothing
dlmSum	Outer sum of Dynamic Linear Models
dlmSvd2var	Compute a nonnegative definite matrix from its Singular Value Decomposition
dropFirst	Drop the first element of a vector or matrix
ergMean	Utility functions for MCMC output analysis
FF	Components of a dlm object
FF.dlm	Components of a dlm object
FF<-	Components of a dlm object
FF<-.dlm	Components of a dlm object
GG	Components of a dlm object
GG.dlm	Components of a dlm object
GG<-	Components of a dlm object
GG<-.dlm	Components of a dlm object
is.dlm	dlm objects
JFF	Components of a dlm object
JFF.dlm	Components of a dlm object
JFF<-	Components of a dlm object
JFF<-.dlm	Components of a dlm object
JGG	Components of a dlm object
JGG.dlm	Components of a dlm object
JGG<-	Components of a dlm object
JGG<-.dlm	Components of a dlm object
JV	Components of a dlm object
JV.dlm	Components of a dlm object
JV<-	Components of a dlm object
JV<-.dlm	Components of a dlm object
JW	Components of a dlm object
JW.dlm	Components of a dlm object
JW<-	Components of a dlm object
JW<-.dlm	Components of a dlm object
m0	Components of a dlm object
m0.dlm	Components of a dlm object
m0<-	Components of a dlm object
m0<-.dlm	Components of a dlm object
mcmcMean	Utility functions for MCMC output analysis
mcmcMeans	Utility functions for MCMC output analysis
mcmcSD	Utility functions for MCMC output analysis
NelPlo	Nelson-Plosser macroeconomic time series
residuals.dlmFiltered	One-step forecast errors
rwishart	Random Wishart matrix
USecon	US macroeconomic time series
V	Components of a dlm object
V.dlm	Components of a dlm object
V<-	Components of a dlm object
V<-.dlm	Components of a dlm object
W	Components of a dlm object
W.dlm	Components of a dlm object
W<-	Components of a dlm object
W<-.dlm	Components of a dlm object
X	Components of a dlm object
X.dlm	Components of a dlm object
X<-	Components of a dlm object
X<-.dlm	Components of a dlm object