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dse (version 2003.6-1)

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Version

Install

install.packages('dse')

Monthly Downloads

142

Version

2003.6-1

License

Free. See the LICENCE file for details.

Maintainer

Paul Gilbert

Last Published

February 26th, 2020

Functions in dse (2003.6-1)

DSEversion

Print Version Information
addPlotRoots

Add Model Roots to a plot
SS

State Space Models
estSSMittnik

Estimate a State Space Model
checkBalance

Check Balance of a TSmodel
TSestModel

Estimated Time Series Model
summary.TSdata

Specific Methods for Summary
markovParms

Markov Parameters
egJofF.1dec93.data

Eleven Time Series used in Gilbert (1995)
l

Evaluate a TSmodel
gmap

Basis Transformation of a Model.
acfM

Calculate Auto-Covariance
sourceInfo.TSdata

tfPADI Specific Methods
toSSOform

Convert to Oform
toSS

Convert to State Space Model
roots

Calculate Model Roots
estWtVariables

Weighted Estimation
l.SS

Evaluate a state space TSmodel
setArrays

Set TSmodel Array Information
TSdata

Construct TSdata time series object
DSEutilities

DSE Utilities
informationTestsCalculations

Calculate selection criteria
testEqual.ARMA

Specific Methods for Testing Equality
findg

Find Equivalence Transformation
MittnikReduction

Balance and Reduce a Model
combine

Combine two objects.
DSECOMPILED

Use Compiled or S/R Code
MittnikReducedModels

Reduced Models via Mittnik SVD balancing
bestTSestModel

Select Best Model
combine.TSdata

Combine series from two TSdata objects.
TSmodel

Time Series Models
estVARXar

Estimate a VAR TSmodel
periodsInput

TSdata Periods
print.TSdata

Print Specific Methods
stability

Calculate Stability of a TSmodel
l.ARMA

Evaluate an ARMA TSmodel
plot.roots

Plot Model Roots
toARMA

Convert to an ARMA Model
TSdata.object

time series data object
coef.TSmodel

Extract Model Parameters
checkBalanceMittnik

Check Balance of a TSmodel
setTSmodelParameters

Set TSmodel Parameter Information
tframed.TSdata

Specific Methods for tframed Data
Polynomials

Polynomial Utilities
balanceMittnik

Balance a state space model
ytoypc

Convert to year to year percent change
estVARXls

Estimate a VAR TSmodel
print.TSestModel

Display TSmodel Arrays
estBlackBox

Estimate a TSmodel
nseriesInput

Number of Series in in Input or Output
diffLog

Calculate the difference of log data
smoother

Evaluate a smoother with a TSmodel
checkConsistentDimensions

Check Consistent Dimensions
checkResiduals

Autocorrelations Diagnostics
observability

Calculate Model Observability Matrix
fixF

Set SS Model F Matrix to Constants