Uses of Package
dev.nm.stat.dlm.univariate
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Packages that use dev.nm.stat.dlm.univariate Package Description dev.nm.stat.dlm.multivariate dev.nm.stat.dlm.univariate tech.nmfin.meanreversion.elliott2005 -
Classes in dev.nm.stat.dlm.univariate used by dev.nm.stat.dlm.multivariate Class 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. -
Classes in dev.nm.stat.dlm.univariate used by dev.nm.stat.dlm.univariate Class Description DLM This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.DLMSeries.Entry This is theTimeSeries.Entry
for a univariate DLM time series.DLMSim.Innovation a simulated innovationObservationEquation This is the observation equation in a controlled dynamic linear model.StateEquation This is the state equation in a controlled dynamic linear model. -
Classes in dev.nm.stat.dlm.univariate used by tech.nmfin.meanreversion.elliott2005 Class Description DLM This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.