| stsm-package | Structural Time Series Models |
| barrier.eval | Barrier Term in the Likelihood Function |
| Brent.fmin | Choice of the Step Size in the Scoring Algorithm |
| char2numeric | State Space Representation of Objects of Class 'stsm' |
| char2numeric-method | State Space Representation of Objects of Class 'stsm' |
| check.bounds | Check the Validity of an Object of Class 'stsm' |
| check.bounds-method | Check the Validity of an Object of Class 'stsm' |
| coef.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| confint.stsmFit | Variance-covariance Matrix for a Fitted 'stsm' Model Object |
| datagen.stsm | Generate Data from a Structural Time Series Model |
| fitted.stsm | Methods to Extract Information from a Fitted 'stsm' Model Object |
| fitted.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| force.defpos | Force Positive Definiteness of a Matrix |
| gdp4795 | USA Real Gross Domestic Product |
| get.cpar | Getter Methods for Class 'stsm' |
| get.cpar-method | Getter Methods for Class 'stsm' |
| get.nopars | Getter Methods for Class 'stsm' |
| get.nopars-method | Getter Methods for Class 'stsm' |
| get.pars | Getter Methods for Class 'stsm' |
| get.pars-method | Getter Methods for Class 'stsm' |
| init.vars | Initial Parameter Values |
| KFconvar | Time Domain Log-Likelihood Function and Derivatives |
| linesearch | Choice of the Step Size in the Scoring Algorithm |
| llmseas | Simulated Data |
| logLik | Extract Log-Likelihood |
| logLik.stsm | Extract Log-Likelihood |
| maxclik.fd.scoring | Maximization of the Spectral Likelihood Function |
| maxlik.em | Maximization of the Time Domain Likelihood Function via the Expectation-Maximization Algorithm |
| maxlik.fd | Maximization of the Spectral Likelihood Function |
| maxlik.fd.optim | Maximization of the Spectral Likelihood Function |
| maxlik.fd.scoring | Maximization of the Spectral Likelihood Function |
| maxlik.td | Maximization of the Time Domain Likelihood Function |
| maxlik.td.optim | Maximization of the Time Domain Likelihood Function |
| maxlik.td.scoring | Maximization of the Time Domain Likelihood Function |
| mcloglik.fd | Spectral Log-Likelihood Function and Derivatives |
| mcloglik.fd.deriv | Spectral Log-Likelihood Function and Derivatives |
| mcloglik.fd.grad | Spectral Log-Likelihood Function and Derivatives |
| method-logLik | Extract Log-Likelihood |
| methods-stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| methods-vcov-confint | Variance-covariance Matrix for a Fitted 'stsm' Model Object |
| mloglik.fd | Spectral Log-Likelihood Function and Derivatives |
| mloglik.fd.deriv | Spectral Log-Likelihood Function and Derivatives |
| mloglik.fd.grad | Spectral Log-Likelihood Function and Derivatives |
| mloglik.td | Time Domain Log-Likelihood Function and Derivatives |
| mloglik.td.deriv | Time Domain Log-Likelihood Function and Derivatives |
| mloglik.td.grad | Time Domain Log-Likelihood Function and Derivatives |
| plot.stsmComponents | Methods to Extract Information from a Fitted 'stsm' Model Object |
| plot.stsmPredict | Methods to Extract Information from a Fitted 'stsm' Model Object |
| plot.stsmSmooth | Methods to Extract Information from a Fitted 'stsm' Model Object |
| predict.stsm | Methods to Extract Information from a Fitted 'stsm' Model Object |
| predict.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| print.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| residuals.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| set.cpar | Setter Methods for Class 'stsm' |
| set.cpar-method | Setter Methods for Class 'stsm' |
| set.nopars | Setter Methods for Class 'stsm' |
| set.nopars-method | Setter Methods for Class 'stsm' |
| set.pars | Setter Methods for Class 'stsm' |
| set.pars-method | Setter Methods for Class 'stsm' |
| set.sgfc | Setter Methods for Class 'stsm' |
| set.sgfc-method | Setter Methods for Class 'stsm' |
| set.xreg | Setter Methods for Class 'stsm' |
| set.xreg-method | Setter Methods for Class 'stsm' |
| show | Display an Object of Class 'stsm' |
| show-method | Display an Object of Class 'stsm' |
| sim-data | Simulated Data |
| step.maxsize | Choice of the Step Size in the Scoring Algorithm |
| stsm | Class 'stsm' for Structural Time Series Models |
| stsm-class | Class 'stsm' for Structural Time Series Models |
| stsm-get-methods | Getter Methods for Class 'stsm' |
| stsm-set-methods | Setter Methods for Class 'stsm' |
| stsm-show-methods | Display an Object of Class 'stsm' |
| stsm-transPars-methods | Parameterization of Models Defined in the Class 'stsm' |
| stsm-validObject-methods | Check the Validity of an Object of Class 'stsm' |
| stsm.model | Wrapper for Constructor of Objects of Class 'stsm' |
| stsm.sgf | Spectral Generating Function of Common Structural Time Series Models |
| stsmFit | Interface to Different Fitting Procedures |
| transPars | Parameterization of Models Defined in the Class 'stsm' |
| transPars-method | Parameterization of Models Defined in the Class 'stsm' |
| tsdiag.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| tsSmooth.stsm | Methods to Extract Information from a Fitted 'stsm' Model Object |
| tsSmooth.stsmFit | Methods to Extract Information from a Fitted 'stsm' Model Object |
| validObject | Check the Validity of an Object of Class 'stsm' |
| validObject-method | Check the Validity of an Object of Class 'stsm' |
| vcov.stsm | Variance-covariance Matrix for a Fitted 'stsm' Model Object |
| vcov.stsmFit | Variance-covariance Matrix for a Fitted 'stsm' Model Object |