# Bayesian and Likelihood Analysis of Dynamic Linear Models

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 %+% 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