Uses of Interface
dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime.MultivariateIntTimeTimeSeries
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Uses of MultivariateIntTimeTimeSeries in dev.nm.stat.dlm.multivariate
Methods in dev.nm.stat.dlm.multivariate with parameters of type MultivariateIntTimeTimeSeries Modifier and Type Method Description void
MultivariateLinearKalmanFilter. filtering(MultivariateIntTimeTimeSeries Yt)
Filter the observations without control variable.void
MultivariateLinearKalmanFilter. filtering(MultivariateIntTimeTimeSeries Yt, MultivariateIntTimeTimeSeries Ut)
Filter the observations.Constructors in dev.nm.stat.dlm.multivariate with parameters of type MultivariateIntTimeTimeSeries Constructor Description 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. -
Uses of MultivariateIntTimeTimeSeries in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime
Classes in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime that implement MultivariateIntTimeTimeSeries Modifier and Type Class Description class
MultivariateSimpleTimeSeries
This simple multivariate time series has its vectored values indexed by integers. -
Uses of MultivariateIntTimeTimeSeries in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess
Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess with parameters of type MultivariateIntTimeTimeSeries Constructor Description MultivariateForecastOneStep(MultivariateIntTimeTimeSeries Xt, MultivariateAutoCovarianceFunction K)
Construct an instance of InnovationAlgorithm for a multivariate time series with known auto-covariance structure. -
Uses of MultivariateIntTimeTimeSeries in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma
Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma with parameters of type MultivariateIntTimeTimeSeries Constructor Description VARFit(MultivariateIntTimeTimeSeries mts, int p)
Estimate a VAR model from a multivariate time series.VARMAForecastOneStep(MultivariateIntTimeTimeSeries Xt, VARMAModel model)
Construct an instance ofInnovationAlgorithm
for a multivariate ARMA time series.
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