blob: 7589afd820d2cf17c9fde0ef2018ea44fe40c26b (
plain) (
tree)
|
|
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.
WWW: https://www.rdocumentation.org/packages/dlmodeler/
|