Uses of Class
dev.nm.stat.dlm.multivariate.MultivariateDLM
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Packages that use MultivariateDLM Package Description dev.nm.stat.dlm.multivariate -
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Uses of MultivariateDLM in dev.nm.stat.dlm.multivariate
Constructors in dev.nm.stat.dlm.multivariate with parameters of type MultivariateDLM Constructor Description MultivariateDLM(MultivariateDLM that)
Copy constructor.MultivariateDLMSeries(int T, MultivariateDLM model)
Simulate a multivariate controlled dynamic linear model process.MultivariateDLMSeries(int T, MultivariateDLM model, MultivariateIntTimeTimeSeries Ut)
Simulate a multivariate controlled dynamic linear model process.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.MultivariateLinearKalmanFilter(MultivariateDLM model)
Construct a Kalman filter from a multivariate controlled dynamic linear model.
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