dlmodeler (version 1.4-2)

Generalized Dynamic Linear Modeler

Description

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.

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Install

install.packages('dlmodeler')

Monthly Downloads

80

Version

1.4-2

License

GPL (>= 2) | BSD_2_clause + file LICENSE

Last Published

February 10th, 2014

Functions in dlmodeler (1.4-2)