BlockMatrix | Combine Matrices into a Block Diagonal Matrix |
Cholesky | Construct a Valid Variance - Covariance Matrix |
CoeffARMA | Transform arbitrary matrices into ARMA coefficient matrices |
FedYieldCurve | Federal Reserve Interest Rates |
predict.statespacer | State Space Model Forecasting |
SimSmoother | Generating Random Samples using the Simulation Smoother |
statespacer | State Space Model Fitting |