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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. WWW: http://cran.r-project.org/web/packages/dlmodeler/ PR: 170069 Submitted by: Cyrille Szymanski <cnszym@gmail.com>
9 lines
505 B
Plaintext
9 lines
505 B
Plaintext
dlmodeler is a set of user-friendly functions to simplify the state-space
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modelling, fitting, analysis and forecasting of Generalized Dynamic Linear
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Models (DLMs). It includes functions to name and extract individual components
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of a DLM, build classical seasonal time-series models (monthly, quarterly,
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yearly, etc. with calendar adjustments) and provides a unified interface
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compatible with other state-space packages including: dlm, FKF and KFAS.
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WWW: http://cran.r-project.org/web/packages/dlmodeler/
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