Bayesian and Likelihood Analysis of Dynamic Linear Models


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Documentation for package ‘dlm’ version 1.1-5

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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