Package | Description |
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dev.nm.stat.dlm.multivariate |
Constructor and Description |
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MultivariateDLM(MultivariateDLM that)
Copy constructor.
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MultivariateDLMSeries(int T,
MultivariateDLM model)
Simulate a multivariate controlled dynamic linear model process.
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MultivariateDLMSeries(int T,
MultivariateDLM model,
MultivariateIntTimeTimeSeries Ut)
Simulate a multivariate controlled dynamic linear model process.
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MultivariateDLMSeries(int T,
MultivariateDLM model,
MultivariateIntTimeTimeSeries Ut,
NormalRVG rmvnorm)
Simulate a multivariate controlled dynamic linear model process.
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MultivariateDLMSim(MultivariateDLM model,
NormalRVG rmvnorm)
Simulates a multivariate controlled dynamic linear model process.
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MultivariateLinearKalmanFilter(MultivariateDLM model)
Construct a Kalman filter from a multivariate controlled dynamic linear model.
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