Generalized Dynamic Linear Modeler

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Documentation for package ‘dlmodeler’ version 1.4-2

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%%.dlmodeler Add, multiply or bind models
*.dlmodeler Add, multiply or bind models
+.dlmodeler Add, multiply or bind models
AIC.dlmodeler.fit Log-likelihood and AIC of a model
deterministic.level Build a polynomial model
deterministic.season Build a "dummy seasonal" model
deterministic.trend Build a polynomial model
dlmodeler Generalized Dynamic Linear Modeler
dlmodeler.add Add, multiply or bind models
dlmodeler.arima Build an ARIMA model
dlmodeler.bind Add, multiply or bind models
dlmodeler.build Build a DLM
dlmodeler.build.arima Build an ARIMA model
dlmodeler.build.dseasonal Build a "dummy seasonal" model
dlmodeler.build.polynomial Build a polynomial model
dlmodeler.build.regression Build a regression model
dlmodeler.build.structural Build a structural time series model
dlmodeler.build.tseasonal Build a trigonometric seasonal model
dlmodeler.check Check dimensions and validity
dlmodeler.dseasonal Build a "dummy seasonal" model
dlmodeler.extract Extract the mean, covariance and prediction intervals for states and observations
dlmodeler.filter Filtering and smoothing for a DLM
dlmodeler.fit Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MAD Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MAPE Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MLE Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MSE Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.sigma Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.forecast Forecast function
dlmodeler.multiply Add, multiply or bind models
dlmodeler.polynomial Build a polynomial model
dlmodeler.regression Build a regression model
dlmodeler.smooth Filtering and smoothing for a DLM
dlmodeler.structural Build a structural time series model
dlmodeler.tseasonal Build a trigonometric seasonal model
dlmodeler.yeardays Return the number of days and weekdays in a given year
logLik.dlmodeler.filtered Log-likelihood and AIC of a model
logLik.dlmodeler.fit Log-likelihood and AIC of a model
print.dlmodeler Print a model
random.walk Build a polynomial model
stochastic.level Build a polynomial model
stochastic.season Build a "dummy seasonal" model
stochastic.trend Build a polynomial model