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開始行:
COLOR(red){install.packages("dse")で dse1 と dse2 が入り...
Title: Dynamic Systems Estimation (time ser...
Description: Multivariate Time Series - ARMA and ...
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...
*COLOR(red){dse1}パッケージ中のオブジェクト一覧 [#o91e6291]
|項目|説明|
|.DSEflags| Flags to Indicate Use of Compil...
|00.dse.Intro| Dynamic Systems Estimation - Mu...
|ARMA| ARMA Model Constructor|
|DSEversion| バージョン情報の表示|
|McMillanDegree| Calculate McMillan Degree|
|MittnikReducedModels| Reduced Models via Mittnik SVD ...
|MittnikReduction| Balance and Reduce a Model|
|Portmanteau| Calculate Portmanteau statistic|
|Riccati| Riccati 方程式|
|SS| 状態空間モデル|
|TSdata| Construct TSdata time series ob...
|TSdata.object| 時系列データオブジェクト|
|TSestModel| 推定時系列モデル|
|TSmodel| 時系列モデル|
|addPlotRoots| Add Model Roots to a plot|
|balanceMittnik| Balance a state space model|
|bestTSestModel| 最良のモデルの選択|
|characteristicPoly| Polynomial Utilities|
|checkBalance| Check Balance of a TSmodel|
|checkBalanceMittnik| Check Balance of a TSmodel|
|checkConsistentDimensions| Check ...
|checkResiduals| Autocorrelations Diagnostics|
|coef.TSmodel| Extract or set Model Parameters|
|combine| Combine two objects.|
|combine.TSdata| Combine series from two TSdata ...
|dse-package| Dynamic Systems Estimation - Mu...
|eg1.DSE.data| Four Time Series used in Gilber...
|egJofF.1dec93.data| Eleven Time Series used in Gilb...
|estBlackBox| Estimate a TSmodel|
|estBlackBox1| Estimate a TSmodel|
|estBlackBox2| Estimate a TSmodel|
|estBlackBox3| Estimate a TSmodel|
|estBlackBox4| Estimate a TSmodel|
|estMaxLik| Maximum Likelihood Estimation|
|estSSMittnik| Estimate a State Space Model|
|estSSfromVARX| Estimate a state space TSmodel ...
|estVARXar| Estimate a VAR TSmodel|
|estVARXls| Estimate a VAR TSmodel|
|estWtVariables| Weighted Estimation|
|fixConstants| Fix TSmodel Coefficients (Param...
|fixF| Set SS Model F Matrix to Consta...
|gmap| Basis Transformation of a Model|
|informationTests| Tabulates selection criteria|
|informationTestsCalculations| Calculate selection criter...
|inputData| TSdata Series|
|l| Evaluate a TSmodel|
|l.ARMA| Evaluate an ARMA TSmodel|
|l.SS| Evaluate a state space TSmodel|
|markovParms| Markov Parameters|
|nseriesInput| Number of Series in in Input or...
|nstates| State Dimension of a State Spac...
|observability| Calculate Model Observability M...
|percentChange.TSdata| Calculate percent change|
|periods.TSdata| Specific Methods for tframed Da...
|periodsInput| TSdata Periods|
|plot.roots| Plot Model Roots|
|print.TSdata| Print Specific Methods|
|print.TSestModel| Display TSmodel Arrays|
|reachability| Calculate Model Reachability Ma...
|residualStats| Calculate Residuals Statistics ...
|roots| Calculate Model Roots|
|scale.TSdata| Scale Methods for TS objects|
|seriesNames.TSdata| Series Names Specific Methods|
|seriesNamesInput| TSdata Series Names|
|simulate| TSmodel のシミュレーション|
|smoother| Evaluate a smoother with a TSmo...
|stability| Calculate Stability of a TSmodel|
|state| Extract State|
|sumSqerror| Calculate sum of squared predic...
|summary.TSdata| Specific Methods for Summary|
|testEqual.ARMA| Specific Methods for Testing Eq...
|tfplot.TSdata| Tfplot Specific Methods|
|tframed.TSdata| Specific Methods for tframed Da...
|toARMA| ARMA モデルに変換|
|toSS| Convert to State Space Model|
|toSSChol| Convert to Non-Innovation State...
|toSSOform| Convert to Oform|
|toSSinnov| Convert to State Space Innovati...
終了行:
COLOR(red){install.packages("dse")で dse1 と dse2 が入り...
Title: Dynamic Systems Estimation (time ser...
Description: Multivariate Time Series - ARMA and ...
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...
*COLOR(red){dse1}パッケージ中のオブジェクト一覧 [#o91e6291]
|項目|説明|
|.DSEflags| Flags to Indicate Use of Compil...
|00.dse.Intro| Dynamic Systems Estimation - Mu...
|ARMA| ARMA Model Constructor|
|DSEversion| バージョン情報の表示|
|McMillanDegree| Calculate McMillan Degree|
|MittnikReducedModels| Reduced Models via Mittnik SVD ...
|MittnikReduction| Balance and Reduce a Model|
|Portmanteau| Calculate Portmanteau statistic|
|Riccati| Riccati 方程式|
|SS| 状態空間モデル|
|TSdata| Construct TSdata time series ob...
|TSdata.object| 時系列データオブジェクト|
|TSestModel| 推定時系列モデル|
|TSmodel| 時系列モデル|
|addPlotRoots| Add Model Roots to a plot|
|balanceMittnik| Balance a state space model|
|bestTSestModel| 最良のモデルの選択|
|characteristicPoly| Polynomial Utilities|
|checkBalance| Check Balance of a TSmodel|
|checkBalanceMittnik| Check Balance of a TSmodel|
|checkConsistentDimensions| Check ...
|checkResiduals| Autocorrelations Diagnostics|
|coef.TSmodel| Extract or set Model Parameters|
|combine| Combine two objects.|
|combine.TSdata| Combine series from two TSdata ...
|dse-package| Dynamic Systems Estimation - Mu...
|eg1.DSE.data| Four Time Series used in Gilber...
|egJofF.1dec93.data| Eleven Time Series used in Gilb...
|estBlackBox| Estimate a TSmodel|
|estBlackBox1| Estimate a TSmodel|
|estBlackBox2| Estimate a TSmodel|
|estBlackBox3| Estimate a TSmodel|
|estBlackBox4| Estimate a TSmodel|
|estMaxLik| Maximum Likelihood Estimation|
|estSSMittnik| Estimate a State Space Model|
|estSSfromVARX| Estimate a state space TSmodel ...
|estVARXar| Estimate a VAR TSmodel|
|estVARXls| Estimate a VAR TSmodel|
|estWtVariables| Weighted Estimation|
|fixConstants| Fix TSmodel Coefficients (Param...
|fixF| Set SS Model F Matrix to Consta...
|gmap| Basis Transformation of a Model|
|informationTests| Tabulates selection criteria|
|informationTestsCalculations| Calculate selection criter...
|inputData| TSdata Series|
|l| Evaluate a TSmodel|
|l.ARMA| Evaluate an ARMA TSmodel|
|l.SS| Evaluate a state space TSmodel|
|markovParms| Markov Parameters|
|nseriesInput| Number of Series in in Input or...
|nstates| State Dimension of a State Spac...
|observability| Calculate Model Observability M...
|percentChange.TSdata| Calculate percent change|
|periods.TSdata| Specific Methods for tframed Da...
|periodsInput| TSdata Periods|
|plot.roots| Plot Model Roots|
|print.TSdata| Print Specific Methods|
|print.TSestModel| Display TSmodel Arrays|
|reachability| Calculate Model Reachability Ma...
|residualStats| Calculate Residuals Statistics ...
|roots| Calculate Model Roots|
|scale.TSdata| Scale Methods for TS objects|
|seriesNames.TSdata| Series Names Specific Methods|
|seriesNamesInput| TSdata Series Names|
|simulate| TSmodel のシミュレーション|
|smoother| Evaluate a smoother with a TSmo...
|stability| Calculate Stability of a TSmodel|
|state| Extract State|
|sumSqerror| Calculate sum of squared predic...
|summary.TSdata| Specific Methods for Summary|
|testEqual.ARMA| Specific Methods for Testing Eq...
|tfplot.TSdata| Tfplot Specific Methods|
|tframed.TSdata| Specific Methods for tframed Da...
|toARMA| ARMA モデルに変換|
|toSS| Convert to State Space Model|
|toSSChol| Convert to Non-Innovation State...
|toSSOform| Convert to Oform|
|toSSinnov| Convert to State Space Innovati...
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