install.packages("dse")で dse1 と dse2 が入ります.

Title: Dynamic Systems Estimation (time series package)

Description: Multivariate Time Series - ARMA and State Space models. See ?dse.Intro for more details.

Depends: R (>= 2.0.0), setRNG (>= 2004.4-1)

Bundle: dse

Version: 2006.10-1

Contains: tframe dse1 dse2

BundleDescription: Multivariate Time Series Library For each package there is a section of the Users' Guide is available in doc/*.pdf and these are combined in dse1/doc/dse-guide.pdf. The package dse1 is the base system, including multivariate ARMA and State Space models. Package dse2 has extensions for evaluating estimation techniques, forecasting, and for evaluating forecasting models. Package tframe is a kernel of methods for programming with time series. These packages require the package setRNG. See also the related bundle dseplus (in the devel are of CRAN).


.DSEflagsFlags to Indicate Use of Compiled Code
00.dse.IntroDynamic Systems Estimation - Multivariate Time Series Package
ARMAARMA Model Constructor
McMillanDegreeCalculate McMillan Degree
MittnikReducedModelsReduced Models via Mittnik SVD balancing
MittnikReductionBalance and Reduce a Model
PortmanteauCalculate Portmanteau statistic
RiccatiRiccati 方程式
TSdataConstruct TSdata time series object
addPlotRootsAdd Model Roots to a plot
balanceMittnikBalance a state space model
characteristicPolyPolynomial Utilities
checkBalanceCheck Balance of a TSmodel
checkBalanceMittnikCheck Balance of a TSmodel
checkConsistentDimensionsCheck Consistent Dimensions
checkResidualsAutocorrelations Diagnostics
coef.TSmodelExtract or set Model Parameters
combineCombine two objects.
combine.TSdataCombine series from two TSdata objects.
dse-packageDynamic Systems Estimation - Multivariate Time Series Package
eg1.DSE.dataFour Time Series used in Gilbert (1993)
egJofF.1dec93.dataEleven Time Series used in Gilbert (1995)
estBlackBoxEstimate a TSmodel
estBlackBox1Estimate a TSmodel
estBlackBox2Estimate a TSmodel
estBlackBox3Estimate a TSmodel
estBlackBox4Estimate a TSmodel
estMaxLikMaximum Likelihood Estimation
estSSMittnikEstimate a State Space Model
estSSfromVARXEstimate a state space TSmodel using VAR estimation
estVARXarEstimate a VAR TSmodel
estVARXlsEstimate a VAR TSmodel
estWtVariablesWeighted Estimation
fixConstantsFix TSmodel Coefficients (Parameters) to Constants
fixFSet SS Model F Matrix to Constants
gmapBasis Transformation of a Model
informationTestsTabulates selection criteria
informationTestsCalculationsCalculate selection criteria
inputDataTSdata Series
lEvaluate a TSmodel
l.ARMAEvaluate an ARMA TSmodel
l.SSEvaluate a state space TSmodel
markovParmsMarkov Parameters
nseriesInputNumber of Series in in Input or Output
nstatesState Dimension of a State Space Model
observabilityCalculate Model Observability Matrix
percentChange.TSdataCalculate percent change
periods.TSdataSpecific Methods for tframed Data
periodsInputTSdata Periods
plot.rootsPlot Model Roots
print.TSdataPrint Specific Methods
print.TSestModelDisplay TSmodel Arrays
reachabilityCalculate Model Reachability Matrix
residualStatsCalculate Residuals Statistics and Likelihood
rootsCalculate Model Roots
scale.TSdataScale Methods for TS objects
seriesNames.TSdataSeries Names Specific Methods
seriesNamesInputTSdata Series Names
simulateTSmodel のシミュレーション
smootherEvaluate a smoother with a TSmodel
stabilityCalculate Stability of a TSmodel
stateExtract State
sumSqerrorCalculate sum of squared prediction errors
summary.TSdataSpecific Methods for Summary
testEqual.ARMASpecific Methods for Testing Equality
tfplot.TSdataTfplot Specific Methods
tframed.TSdataSpecific Methods for tframed Data
toARMAARMA モデルに変換
toSSConvert to State Space Model
toSSCholConvert to Non-Innovation State Space Model
toSSOformConvert to Oform
toSSinnovConvert to State Space Innovations Model

トップ   編集 凍結 差分 バックアップ 添付 複製 名前変更 リロード   新規 一覧 検索 最終更新   ヘルプ   最終更新のRSS
Last-modified: 2023-03-25 (土) 11:19:17