stsm-package | Structural Time Series Models |
barrier.eval | Barrier Term in the Likelihood Function |
Brent.fmin | Choice of the Step Size in the Scoring Algorithm |
char2numeric | State Space Representation of Objects of Class 'stsm' |
char2numeric-method | State Space Representation of Objects of Class 'stsm' |
check.bounds | Check the Validity of an Object of Class 'stsm' |
check.bounds-method | Check the Validity of an Object of Class 'stsm' |
coef.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
confint.stsmFit | Variance-covariance Matrix for a Fitted 'stsm' Model Object |
datagen.stsm | Generate Data from a Structural Time Series Model |
fitted.stsm | Methods to Extract Information from a Fitted 'stsm' Model Object |
fitted.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
force.defpos | Force Positive Definiteness of a Matrix |
gdp4795 | USA Real Gross Domestic Product |
get.cpar | Getter Methods for Class 'stsm' |
get.cpar-method | Getter Methods for Class 'stsm' |
get.nopars | Getter Methods for Class 'stsm' |
get.nopars-method | Getter Methods for Class 'stsm' |
get.pars | Getter Methods for Class 'stsm' |
get.pars-method | Getter Methods for Class 'stsm' |
init.vars | Initial Parameter Values |
KFconvar | Time Domain Log-Likelihood Function and Derivatives |
linesearch | Choice of the Step Size in the Scoring Algorithm |
llmseas | Simulated Data |
logLik | Extract Log-Likelihood |
logLik.stsm | Extract Log-Likelihood |
maxclik.fd.scoring | Maximization of the Spectral Likelihood Function |
maxlik.em | Maximization of the Time Domain Likelihood Function via the Expectation-Maximization Algorithm |
maxlik.fd | Maximization of the Spectral Likelihood Function |
maxlik.fd.optim | Maximization of the Spectral Likelihood Function |
maxlik.fd.scoring | Maximization of the Spectral Likelihood Function |
maxlik.td | Maximization of the Time Domain Likelihood Function |
maxlik.td.optim | Maximization of the Time Domain Likelihood Function |
maxlik.td.scoring | Maximization of the Time Domain Likelihood Function |
mcloglik.fd | Spectral Log-Likelihood Function and Derivatives |
mcloglik.fd.deriv | Spectral Log-Likelihood Function and Derivatives |
mcloglik.fd.grad | Spectral Log-Likelihood Function and Derivatives |
method-logLik | Extract Log-Likelihood |
methods-stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
methods-vcov-confint | Variance-covariance Matrix for a Fitted 'stsm' Model Object |
mloglik.fd | Spectral Log-Likelihood Function and Derivatives |
mloglik.fd.deriv | Spectral Log-Likelihood Function and Derivatives |
mloglik.fd.grad | Spectral Log-Likelihood Function and Derivatives |
mloglik.td | Time Domain Log-Likelihood Function and Derivatives |
mloglik.td.deriv | Time Domain Log-Likelihood Function and Derivatives |
mloglik.td.grad | Time Domain Log-Likelihood Function and Derivatives |
plot.stsmComponents | Methods to Extract Information from a Fitted 'stsm' Model Object |
plot.stsmPredict | Methods to Extract Information from a Fitted 'stsm' Model Object |
plot.stsmSmooth | Methods to Extract Information from a Fitted 'stsm' Model Object |
predict.stsm | Methods to Extract Information from a Fitted 'stsm' Model Object |
predict.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
print.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
residuals.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
set.cpar | Setter Methods for Class 'stsm' |
set.cpar-method | Setter Methods for Class 'stsm' |
set.nopars | Setter Methods for Class 'stsm' |
set.nopars-method | Setter Methods for Class 'stsm' |
set.pars | Setter Methods for Class 'stsm' |
set.pars-method | Setter Methods for Class 'stsm' |
set.sgfc | Setter Methods for Class 'stsm' |
set.sgfc-method | Setter Methods for Class 'stsm' |
set.xreg | Setter Methods for Class 'stsm' |
set.xreg-method | Setter Methods for Class 'stsm' |
show | Display an Object of Class 'stsm' |
show-method | Display an Object of Class 'stsm' |
sim-data | Simulated Data |
step.maxsize | Choice of the Step Size in the Scoring Algorithm |
stsm | Class 'stsm' for Structural Time Series Models |
stsm-class | Class 'stsm' for Structural Time Series Models |
stsm-get-methods | Getter Methods for Class 'stsm' |
stsm-set-methods | Setter Methods for Class 'stsm' |
stsm-show-methods | Display an Object of Class 'stsm' |
stsm-transPars-methods | Parameterization of Models Defined in the Class 'stsm' |
stsm-validObject-methods | Check the Validity of an Object of Class 'stsm' |
stsm.model | Wrapper for Constructor of Objects of Class 'stsm' |
stsm.sgf | Spectral Generating Function of Common Structural Time Series Models |
stsmFit | Interface to Different Fitting Procedures |
transPars | Parameterization of Models Defined in the Class 'stsm' |
transPars-method | Parameterization of Models Defined in the Class 'stsm' |
tsdiag.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
tsSmooth.stsm | Methods to Extract Information from a Fitted 'stsm' Model Object |
tsSmooth.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
validObject | Check the Validity of an Object of Class 'stsm' |
validObject-method | Check the Validity of an Object of Class 'stsm' |
vcov.stsm | Variance-covariance Matrix for a Fitted 'stsm' Model Object |
vcov.stsmFit | Variance-covariance Matrix for a Fitted 'stsm' Model Object |