dlmodeler: Generalized Dynamic Linear Modeler
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.
| Version: |
1.1-0 |
| Depends: |
R (≥ 2.8) |
| Suggests: |
KFAS (≥ 0.6.0), FKF (≥ 0.1.1), dlm (≥ 1.1-2) |
| Published: |
2011-02-14 |
| Author: |
Cyrille Szymanski |
| Maintainer: |
Cyrille Szymanski <cnszym at gmail.com> |
| License: |
GPL (≥ 2) | BSD |
| CRAN checks: |
dlmodeler results |
Downloads: