Package: dlm 1.1-6.1

dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

Provides routines for Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models.

Authors:Giovanni Petris [aut, cre], Wally Gilks [ctb]

dlm_1.1-6.1.tar.gz
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dlm_1.1-6.1.tgz(r-4.6-x86_64)dlm_1.1-6.1.tgz(r-4.6-arm64)dlm_1.1-6.1.tgz(r-4.5-x86_64)dlm_1.1-6.1.tgz(r-4.5-arm64)
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manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
dlm/json (API)

# Install 'dlm' in R:

install.packages('dlm', repos = c('https://gpetris.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS

Datasets:

NelPlo - Nelson-Plosser macroeconomic time series
USecon - US macroeconomic time series

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblas

8.38 score 10 stars 14 packages 602 scripts 9.4k downloads 11 mentions 51 exports 0 dependencies

Last updated from:64c187ac71. Checks:12 OK, 1 FAIL. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	118
linux-devel-x86_64	OK	115
source / vignettes	OK	131
linux-release-arm64	OK	114
linux-release-x86_64	OK	107
macos-release-arm64	OK	167
macos-release-x86_64	OK	247
macos-oldrel-arm64	OK	189
macos-oldrel-x86_64	OK	323
windows-devel	OK	97
windows-release	OK	81
windows-oldrel	OK	93
wasm-release	FAIL	80

Exports:%+%arms ARtransPars as.dlm bdiag C0 C0<-convex.bounds dlm dlmBSample dlmFilter dlmForecast dlmGibbsDIG dlmLL dlmMLE dlmModARMA dlmModPoly dlmModReg dlmModSeas dlmModTrig dlmRandom dlmSmooth dlmSum dlmSvd2var dropFirst ergMean FF FF<-GG GG<-is.dlm JFF JFF<-JGG JGG<-JV JV<-JW JW<-m0 m0<-mcmcMean mcmcMeans mcmcSD rwishart V V<-W W<-X X<-

Dependencies:

dlm: MLE and Bayesian analysis of Dynamic Linear Models

Rendered fromdlm.Rnwusingutils::Sweave

Last update: 2014-09-16
Started: 2014-09-16

Citation

Readme and manuals

Help Manual

Help page	Topics
Function to perform Adaptive Rejection Metropolis Sampling	arms
Function to parametrize a stationary AR process	ARtransPars
Build a block diagonal matrix	bdiag
Find the boundaries of a convex set	convex.bounds
dlm objects	as.dlm dlm is.dlm
Draw from the posterior distribution of the state vectors	dlmBSample
DLM filtering	dlmFilter
Prediction and simulation of future observations	dlmForecast
Gibbs sampling for d-inverse-gamma model	dlmGibbsDIG
Log likelihood evaluation for a state space model	dlmLL
Parameter estimation by maximum likelihood	dlmMLE
Create a DLM representation of an ARMA process	dlmModARMA
Create an n-th order polynomial DLM	dlmModPoly
Create a DLM representation of a regression model	dlmModReg
Create a DLM for seasonal factors	dlmModSeas
Create Fourier representation of a periodic DLM component	dlmModTrig
Random DLM	dlmRandom
DLM smoothing	dlmSmooth dlmSmooth.default dlmSmooth.dlmFiltered
Outer sum of Dynamic Linear Models	%+% dlmSum
Compute a nonnegative definite matrix from its Singular Value Decomposition	dlmSvd2var
Drop the first element of a vector or matrix	dropFirst
Components of a dlm object	C0 C0.dlm C0<- C0<-.dlm FF FF.dlm FF<- FF<-.dlm GG GG.dlm GG<- GG<-.dlm JFF JFF.dlm JFF<- JFF<-.dlm JGG JGG.dlm JGG<- JGG<-.dlm JV JV.dlm JV<- JV<-.dlm JW JW.dlm JW<- JW<-.dlm m0 m0.dlm m0<- m0<-.dlm V V.dlm V<- V<-.dlm W W.dlm W<- W<-.dlm X X.dlm X<- X<-.dlm
Utility functions for MCMC output analysis	ergMean mcmcMean mcmcMeans mcmcSD
Nelson-Plosser macroeconomic time series	NelPlo
One-step forecast errors	residuals.dlmFiltered
Random Wishart matrix	rwishart
US macroeconomic time series	USecon

Package: dlm 1.1-6.1

dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)