Generalized Dynamic Linear Modeler

Documentation for package ‘dlmodeler’ version 1.1-0

AIC.dlmodeler.fit	Log-likelihood and AIC of a model
dlmodeler	Generalized Dynamic Linear Modeler
dlmodeler.add	Add two models
dlmodeler.bind	Bind two models
dlmodeler.build	Build a DLM
dlmodeler.build.arima	Build an ARIMA model
dlmodeler.build.dseasonal	Build a "dummy seasonal" model
dlmodeler.build.polynomial	Build a polynomial model
dlmodeler.build.regression	Build a regression model
dlmodeler.build.structural	Build a structural time series model
dlmodeler.build.tseasonal	Build a trigonometric seasonal model
dlmodeler.check	Check dimensions and validity
dlmodeler.extract	Extract the mean, covariance and prediction intervals for states and observations
dlmodeler.filter	Filtering and smoothing for a DLM
dlmodeler.fit	Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MAD	Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MAPE	Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MLE	Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.MSE	Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.fit.sigma	Fitting function for a model (MLE, MSE, MAD, sigma)
dlmodeler.forecast	Forecast function
dlmodeler.smooth	Filtering and smoothing for a DLM
dlmodeler.yeardays	Return the number of days and weekdays in a given year
logLik.dlmodeler.filtered	Log-likelihood and AIC of a model
logLik.dlmodeler.fit	Log-likelihood and AIC of a model
print.dlmodeler	Print a model