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.