Uses of Package
dev.nm.stat.dlm.univariate

Packages that use dev.nm.stat.dlm.univariate

Package	Description
dev.nm.stat.dlm.multivariate
dev.nm.stat.dlm.univariate
tech.nmfin.meanreversion.elliott2005

Classes in dev.nm.stat.dlm.univariate used by dev.nm.stat.dlm.multivariate

Class and Description
ObservationEquation This is the observation equation in a controlled dynamic linear model. \[ y_{t} = F_{t} \cdot x_{t} + v_{t} \]
StateEquation This is the state equation in a controlled dynamic linear model. \[ x_{t} = G_{t} \cdot x_{t-1} + H_{t} \cdot u_{t} + w_{t}, \]

Classes in dev.nm.stat.dlm.univariate used by dev.nm.stat.dlm.univariate

Class and Description
DLM This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.
DLMSeries.Entry This is the TimeSeries.Entry for a univariate DLM time series.
DLMSim.Innovation a simulated innovation
ObservationEquation This is the observation equation in a controlled dynamic linear model. \[ y_{t} = F_{t} \cdot x_{t} + v_{t} \]
StateEquation This is the state equation in a controlled dynamic linear model. \[ x_{t} = G_{t} \cdot x_{t-1} + H_{t} \cdot u_{t} + w_{t}, \]

Classes in dev.nm.stat.dlm.univariate used by tech.nmfin.meanreversion.elliott2005

Class and Description
DLM This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.