dlm

Function to parametrize a stationary AR process

Components of a dlm object

Nelson-Plosser macroeconomic time series

US macroeconomic time series

Function to perform Adaptive Rejection Metropolis Sampling

Build a block diagonal matrix

Find the boundaries of a convex set

dlm objects

Draw from the posterior distribution of the state vectors

DLM filtering

Prediction and simulation of future observations

Gibbs sampling for d-inverse-gamma model

Log likelihood evaluation for a state space model

Parameter estimation by maximum likelihood

Create a DLM representation of an ARMA process

Create an n-th order polynomial DLM

Create a DLM representation of a regression model

Create a DLM for seasonal factors

Create Fourier representation of a periodic DLM component

Random DLM

DLM smoothing

Outer sum of Dynamic Linear Models

Compute a nonnegative definite matrix from its Singular Value Decomposition

Drop the first element of a vector or matrix

Utility functions for MCMC output analysis

One-step forecast errors

Random Wishart matrix