| 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.
|
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