Uses of Class
com.numericalmethod.suanshu.stats.dlm.univariate.DLM

Packages that use DLM

Package	Description
com.numericalmethod.suanshu.finance.trading.meanreversion.elliott2005
com.numericalmethod.suanshu.stats.dlm.univariate

Uses of DLM in com.numericalmethod.suanshu.finance.trading.meanreversion.elliott2005

Subclasses of DLM in com.numericalmethod.suanshu.finance.trading.meanreversion.elliott2005

Modifier and Type	Class and Description
class	Elliott2005DLM This class implements the Kalman filter model as in Elliott's paper.
class	ElliottOnlineFilter It is important to note that this algorithm does not guarantee that A > 0 0 < B < 1 Therefore, we need to check the outputs.

Uses of DLM in com.numericalmethod.suanshu.stats.dlm.univariate

Constructors in com.numericalmethod.suanshu.stats.dlm.univariate with parameters of type DLM

Constructor and Description
DLM(DLM that) Copy constructor.
DLMSeries(int T, DLM model) Simulate a univariate controlled dynamic linear model process.
DLMSeries(int T, DLM model, double[] u) Simulate a univariate controlled dynamic linear model process.
DLMSeries(int T, DLM model, double[] u, RandomStandardNormalGenerator rnorm) Simulate a univariate controlled dynamic linear model process.
DLMSim(DLM model, RandomStandardNormalGenerator rnorm) Simulate a univariate controlled dynamic linear model process.
LinearKalmanFilter(DLM model) Construct a Kalman filter from a univariate controlled dynamic linear model.