Package | Description |
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dev.nm.stat.dlm.multivariate |
Constructor and Description |
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MultivariateDLMSeries(int T,
MultivariateDLM model,
MultivariateIntTimeTimeSeries Ut,
NormalRVG rmvnorm)
Simulate a multivariate controlled dynamic linear model process.
|
MultivariateDLMSim(MultivariateDLM model,
NormalRVG rmvnorm)
Simulates a multivariate controlled dynamic linear model process.
|
MultivariateObservationEquation(Matrix F,
Matrix V,
NormalRVG rmvnorm)
Constructs a time-invariant an observation equation.
|
MultivariateObservationEquation(R1toMatrix F,
R1toMatrix V,
NormalRVG rmvnorm)
Constructs an observation equation.
|
MultivariateStateEquation(Matrix G,
Matrix H,
Matrix W,
NormalRVG rmvnorm)
Constructs a time-invariant state equation.
|
MultivariateStateEquation(R1toMatrix G,
R1toMatrix H,
R1toMatrix W,
NormalRVG rmvnorm)
Constructs a state equation.
|
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