Bayesian Analysis of Dynamic Generalized Linear Models
update_Poisson
var_decomp
block_rename
Fitting one kDGLM models
Auxiliary function for forecasting
*.fitted_dlm
analytic_filter
array_collapse_left
array_collapse_right
array_mult_left
array_mult_right
array_transp
Basic structural blocks
base_ribbon
bdiag
Auxiliary function to replicate blocks
Auxiliary function for block superposition
CAR prior
check.block.status
coef.fitted_dlm
coefficients.fitted_dlm
colQuantile
convert_Gamma_Normal
convert_multi_NG_Normal
convert_Multinom_Normal
convert_Normal_Gamma
convert_Normal_Multinom
convert_Normal_Poisson
convert_Poisson_Normal
create_G
dmvnorm
Auxiliary function for evaluating the prior density of a DLM
Auxiliary function for evaluating normalizing constant for the posteri...
Auxiliary function for evaluating the posterior density of a DLM
Auxiliary function for evaluating the prior density of a DLM
evaluate_max
f_joint_root
f_root
Fitting kDGLM models
Gamma outcome for kDGLM models
gamma_pred
generic_smoother
ginv
Structural blocks for seasonal trends and regressions
if.na
if.nan
if.null
An auxiliary function for model intervention
Joint prior
lcm
update_multi_NG_chol multi_normal_gamma_pred
Multinom outcome for kDGLM models
multnom_pred
noise_block
update_Normal
Normal outcome for kDGLM models
normal_pred
Visualizing latent states in a fitted kDGLM model
Visualizing a fitted kDGLM model
+.fitted_dlm
Poisson outcome for kDGLM models
poisson_pred
Structural blocks for polynomial trends and regressions
print.dlm_block
print.dlm_distr
print.fitted_dlm
print.searched_dlm
Objects exported from other packages
Structural blocks for regressions
rmvnorm
rowQuantile
Draw samples from the distribution of the latent states
Auxiliary function for model smoothing
Specify method for dlm blocks
Summary for a kDGLM structure
Summary for a kDGLM outcome
Summary for a fitted kDGLM model
Summary for a searched_dlm object
Structural blocks for auto regressive trends and regressions
update.fitted_dlm
update_Gamma
update_multi_NG_correl
update_Multinom
update_NG
update_NG
Zero sum prior
Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.