dlmodeler (1.4-2)

0 users

Generalized Dynamic Linear Modeler.

http://cran.r-project.org/web/packages/dlmodeler

dlmodeler is a set of user-friendly functions to simplify the state-space modelling, fitting, analysis and forecasting of Generalized Dynamic Linear Models (DLMs). It includes functions to name and extract individual components of a DLM, build classical seasonal time-series models (monthly, quarterly, yearly, etc. with calendar adjustments) and provides a unified interface compatible with other state-space packages including: dlm, FKF and KFAS.

Maintainer: Cyrille Szymanski
Author(s): Cyrille Szymanski <cnszym@gmail.com> [aut]

License: GPL (>= 2) | BSD_2_clause + file LICENSE

Uses: KFAS, dlm, FKF

Released about 3 years ago.


5 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of dlmodeler yet. Want to be the first? Write one now.


Related packages: ArDec, Ecdat, MSBVAR, TSdbi, boot, brainwaver, chron, cts, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fArma, fGarch, fNonlinear, fUnitRoots, fame, fracdiff(20 best matches, based on common tags.)


Search for dlmodeler on google, google scholar, r-help, r-devel.

Visit dlmodeler on R Graphical Manual.