examples

Value Members

1. object FilterCorrelatedDlm extends App with CorrelatedModel with CorrelatedData

   

2. object FilterDlm extends App with FirstOrderDlm with SimulatedData

   

3. object FilterSeasonalDlm extends App with SeasonalModel with SeasonalData

   

   Filter the seasonal DLM

4. object FilterSecondOrderDlm extends App with DlmModel with SimulatedSecondOrderData

   

5. object FirstOrderLinearTrendDlm extends App

   

6. object ForecastSeasonal extends App with SeasonalModel with SeasonalData

   

7. object GibbsCorrelated extends App with CorrelatedModel with CorrelatedData

   

8. object GibbsInvestParameters extends App with DlmModel

   

9. object GibbsParameters extends App with FirstOrderDlm with SimulatedData

   

10. object GibbsSecondOrder extends App with DlmModel with SimulatedSecondOrderData

    

11. object ParticleGibbsAncestorFo extends App with FirstOrderDlm with SimulatedData

    

12. object ParticleGibbsFo extends App with FirstOrderDlm with SimulatedData

    

    Run Particle Gibbs Sampling on the first order DLM Recreate Figure 2 from Lindsten 14

13. object PoissonDglmGibbs extends App with PoissonDglm with PoissonData

    

    Use Particle Gibbs to determine the parameters of the poisson DGLM

14. object PoissonDglmGibbsAncestor extends App with PoissonDglm with PoissonData

    

15. object SampleStates extends App with SeasonalModel with SeasonalData

    

    Sample the state using FFBS algorithm

16. object SeasonalGibbsSampling extends App with SeasonalModel with SeasonalData

    

    Use Gibbs sampling with Inverse Gamma priors on the observation variance and diagonal system covariance

17. object SeasonalMetropolis extends App with SeasonalModel with SeasonalData

    

    Using the Metropolis alogrithm to determine the parameters of the simulated Seasonal Model

18. object SimulateCorrelated extends App with CorrelatedModel

    

19. object SimulateDlm extends App with FirstOrderDlm

    

20. object SimulatePoissonDglm extends App with PoissonDglm

    

21. object SimulateSeasonalDlm extends App with SeasonalModel

    

    Simulate data from a Seasonal DLM

22. object SimulateSecondOrderDlm extends App with DlmModel

    

23. object SimulateStudentT extends App with StudenttDglm

    

24. object SmoothDlm extends App with FirstOrderDlm with SimulatedData

    

25. object SmoothSeasonalDlm extends App with SeasonalModel with SeasonalData

    

    Run backward smoothing on the seasonal DLM

26. object SmoothSecondOrderDlm extends App with DlmModel with SimulatedSecondOrderData

    

27. object StudentTGibbsTest extends App with StudenttDglm with StudenttData

    

    Use Kalman Filtering to determine the parameters of the Student's t-distribution DGLM

28. object StudentTPG extends App with StudenttDglm with StudenttData

    

29. object StudentTpmmh extends App with StudenttDglm with StudenttData

    

30. object SusteInvestment extends App with CorrelatedModel