Package | Description |
---|---|
dev.nm.stat.dlm.multivariate | |
dev.nm.stat.dlm.univariate | |
tech.nmfin.meanreversion.elliott2005 |
Class and Description |
---|
ObservationEquation
This is the observation equation in a controlled dynamic linear model.
|
StateEquation
This is the state equation in a controlled dynamic linear model.
|
Class and Description |
---|
DLM
This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.
|
DLMSeries.Entry
This is the
TimeSeries.Entry for a univariate DLM time series. |
DLMSim.Innovation
a simulated innovation
|
ObservationEquation
This is the observation equation in a controlled dynamic linear model.
|
StateEquation
This is the state equation in a controlled dynamic linear model.
|
Class and Description |
---|
DLM
This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.