May 26, 2018

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.

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