R: Bayesian and Likelihood Analysis of Dynamic Linear Models

# Bayesian and Likelihood Analysis of Dynamic Linear Models

## Documentation for package ‘dlm’ version 1.1-6.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

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