Create a DLM representation of an ARMA process
Log likelihood evaluation for a state space model
Create Fourier representation of a periodic DLM component
Create an n-th order polynomial DLM
Random DLM
Parameter estimation by maximum likelihood
Gibbs sampling for d-inverse-gamma model
Prediction and simulation of future observations
Create a DLM representation of a regression model
Random Wishart matrix
Create a DLM for seasonal factors
Drop the first element of a vector or matrix
Compute a nonnegative definite matrix from its
Singular Value Decomposition
One-step forecast errors
DLM smoothing
Utility functions for MCMC output analysis
Outer sum of Dynamic Linear Models
DLM filtering
Find the boundaries of a convex set
Components of a dlm object
Nelson-Plosser macroeconomic time series
Build a block diagonal matrix
Function to perform Adaptive Rejection Metropolis Sampling
dlm objects
US macroeconomic time series
Function to parametrize a stationary AR process
Draw from the posterior distribution of the state vectors