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.

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

Downloads:

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 Snow Leopard binaries: r-release: dlmodeler_1.4-2.tgz, r-oldrel: dlmodeler_1.4-2.tgz
OS X Mavericks binaries: r-release: dlmodeler_1.4-2.tgz
Old sources: dlmodeler archive