dlmodeler is a set of user-friendly functions to simplify the state-space modelling, fitting, analysis and forecasting of Generalized Dynamic Linear Models (DLMs). It includes functions to name and extract individual components of a DLM, build classical seasonal time-series models (monthly, quarterly, yearly, etc. with calendar adjustments) and provides a unified interface compatible with other state-space packages including: dlm, FKF and KFAS.
| Version: | 1.4-2 |
| Depends: | R (≥ 2.15.0) |
| Imports: | KFAS (≥ 1.0.2) |
| Suggests: | dlm (≥ 1.1-3), FKF (≥ 0.1.2) |
| Published: | 2014-02-11 |
| Author: | Cyrille Szymanski [aut] |
| Maintainer: | Cyrille Szymanski <cnszym at gmail.com> |
| License: | GPL-2 | GPL-3 | BSD_2_clause + file LICENSE [expanded from: GPL (≥ 2) | BSD_2_clause + file LICENSE] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| In views: | TimeSeries |
| CRAN checks: | dlmodeler results |
| Reference manual: | dlmodeler.pdf |
| Package source: | dlmodeler_1.4-2.tar.gz |
| Windows binaries: | r-devel: dlmodeler_1.4-2.zip, r-release: dlmodeler_1.4-2.zip, r-oldrel: dlmodeler_1.4-2.zip |
| OS X Mavericks binaries: | r-release: dlmodeler_1.4-2.tgz, r-oldrel: dlmodeler_1.4-2.tgz |
| Old sources: | dlmodeler archive |
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