dlmodeler: Generalized Dynamic Linear Modeler
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.
||R (≥ 2.15.0)|
||KFAS (≥ 1.0.2)|
||dlm (≥ 1.1-3), FKF (≥ 0.1.2)|
||Cyrille Szymanski [aut]|
||Cyrille Szymanski <cnszym at gmail.com>|
||GPL-2 | GPL-3 | BSD_2_clause + file LICENSE [expanded from: GPL (≥ 2) | BSD_2_clause + file LICENSE]|