| Package | Description |
|---|---|
| dev.nm.stat.dlm.multivariate |
| Class and Description |
|---|
| MultivariateDLM
This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.
|
| MultivariateDLMSeries.Entry
This is the
TimeSeries.Entry for a multivariate DLM time series. |
| MultivariateDLMSim.Innovation
a simulated innovation
|
| MultivariateObservationEquation
This is the observation equation in a controlled dynamic linear model.
|
| MultivariateStateEquation
This is the state equation in a controlled dynamic linear model.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.