https://github.com/cran/dse
Tip revision: bbfde2f4b8a2382769a2591a7b594943a0e5e1dd authored by Paul Gilbert on 14 March 2011, 00:00:00 UTC
version 2011.3-1
version 2011.3-1
Tip revision: bbfde2f
NAMESPACE
useDynLib(dse)
importFrom("stats","window")
importFrom("stats","start")
importFrom("stats","end")
importFrom("stats","frequency")
importFrom("stats","coef")
import("tframe")
##import("setRNG")
export("DSEversion")
export(".DSEflags")
importFrom("stats","residuals")
##export("residuals")
##exportMethods("residuals")
S3method("residuals", "TSestModel")
export("acf")
S3method("acf", "default")
S3method("acf", "TSdata")
S3method("acf", "TSestModel")
S3method("print", "TSestModel")
S3method("print", "SS")
S3method("print", "ARMA")
S3method("print", "TSdata")
S3method("summary", "TSdata")
S3method("summary", "SS")
S3method("summary", "ARMA")
S3method("summary", "TSestModel")
S3method("print", "summary.TSdata")
S3method("print", "summary.SS")
S3method("print", "summary.ARMA")
S3method("print", "summary.TSestModel")
S3method("Tobs", "TSdata")
S3method("Tobs", "TSestModel")
S3method("start", "TSdata")
S3method("start", "TSestModel")
S3method("end", "TSdata")
S3method("end", "TSestModel")
S3method("frequency", "TSdata")
S3method("frequency", "TSestModel")
S3method("tframed", "TSdata")
S3method("tframe<-", "TSdata")
S3method("tfwindow", "TSdata")
S3method("tbind", "TSdata")
S3method("trimNA", "TSdata")
S3method("window", "TSdata")
S3method("tfplot", "TSdata")
S3method("tfplot", "TSestModel")
S3method("tfplot", "multiModelHorizonForecasts")
S3method("seriesNames", "TSdata")
S3method("seriesNames", "TSmodel")
S3method("seriesNames", "TSestModel")
S3method("seriesNames<-", "TSdata")
S3method("seriesNames<-", "TSmodel")
S3method("seriesNames<-", "TSestModel")
S3method("testEqual", "ARMA")
S3method("testEqual", "SS")
S3method("testEqual", "TSdata")
S3method("testEqual", "TSmodel")
S3method("testEqual", "TSestModel")
export("McMillanDegree")
S3method("McMillanDegree", "ARMA")
S3method("McMillanDegree", "SS")
S3method("McMillanDegree", "TSestModel")
export("stability")
S3method("stability", "ARMA")
S3method("stability", "roots")
S3method("stability", "TSmodel")
S3method("stability", "TSestModel")
export("roots")
S3method("roots", "SS")
S3method("roots", "ARMA")
S3method("roots", "TSestModel")
S3method("plot", "roots")
export("addPlotRoots")
export("observability")
S3method("observability", "ARMA")
S3method("observability", "SS")
S3method("observability", "TSestModel")
export("reachability")
S3method("reachability", "ARMA")
S3method("reachability", "SS")
S3method("reachability", "TSestModel")
export("checkBalance")
S3method("checkBalance", "SS")
S3method("checkBalance", "ARMA")
S3method("checkBalance", "TSestModel")
export("checkBalanceMittnik")
S3method("checkBalanceMittnik", "ARMA")
S3method("checkBalanceMittnik", "SS")
S3method("checkBalanceMittnik", "TSestModel")
export("toSS")
S3method("toSS", "ARMA")
S3method("toSS", "SS")
S3method("toSS", "TSestModel")
export("toSSaugment")
S3method("toSSaugment", "ARMA")
S3method("toSSaugment", "TSestModel")
export("toSSnested")
S3method("toSSnested", "SS")
S3method("toSSnested", "ARMA")
S3method("toSSnested", "TSestModel")
export("gmap")
##export("findg")
export("fixConstants")
export("toSSinnov")
export("toSSOform")
S3method("toSSOform", "TSmodel")
S3method("toSSOform", "TSestModel")
export("fixF")
export("toSSChol")
S3method("toSSChol", "TSmodel")
S3method("toSSChol", "TSestModel")
export("toARMA")
S3method("toARMA", "ARMA")
S3method("toARMA", "SS")
S3method("toARMA", "TSestModel")
export("Riccati")
export("markovParms")
export("characteristicPoly")
export("companionMatrix")
export("polyvalue")
export("polydet")
export("polyprod")
export("polysum")
export("polyrootDet")
export("nstates")
S3method("nstates", "SS")
S3method("nstates", "ARMA")
S3method("nstates", "TSestModel")
export("nseriesInput")
S3method("nseriesInput", "default")
S3method("nseriesInput", "TSdata")
S3method("nseriesInput", "SS")
S3method("nseriesInput", "ARMA")
S3method("nseriesInput", "TSestModel")
export("nseriesOutput")
S3method("nseriesOutput", "default")
S3method("nseriesOutput", "TSdata")
S3method("nseriesOutput", "SS")
S3method("nseriesOutput", "ARMA")
S3method("nseriesOutput", "TSestModel")
export("checkConsistentDimensions")
S3method("checkConsistentDimensions", "default")
S3method("checkConsistentDimensions", "ARMA")
S3method("checkConsistentDimensions", "SS")
S3method("checkConsistentDimensions", "TSdata")
S3method("checkConsistentDimensions", "TSestModel")
export("TSestModel")
S3method("TSestModel", "TSestModel")
export("is.TSestModel")
export("TSmodel")
S3method("TSmodel", "TSmodel")
S3method("TSmodel", "TSestModel")
export("is.TSmodel")
export("ARMA")
export("is.ARMA")
export("SS")
export("is.SS")
export("is.innov.SS")
export("is.nonInnov.SS")
S3method("coef", "TSmodel")
S3method("coef", "TSestModel")
export("coef<-")
S3method("coef<-", "default")
export("setTSmodelParameters")
S3method("setTSmodelParameters", "TSestModel")
S3method("setTSmodelParameters", "ARMA")
S3method("setTSmodelParameters", "SS")
export("setArrays")
S3method("setArrays", "ARMA")
S3method("setArrays", "SS")
S3method("setArrays", "TSestModel")
export("simulate")
S3method("simulate", "ARMA")
S3method("simulate", "SS")
S3method("simulate", "TSestModel")
export("residualStats")
export("sumSqerror")
export("l")
S3method("l", "TSdata")
S3method("l", "TSestModel")
S3method("l", "ARMA")
S3method("l", "SS")
export("smoother")
S3method("smoother", "TSmodel")
S3method("smoother", "TSestModel")
export("state")
export("estVARXls")
export("estVARXar")
##export("old.estVARXar")
export("estSSfromVARX")
export("estWtVariables")
export("estMaxLik")
S3method("estMaxLik", "TSdata")
S3method("estMaxLik", "TSmodel")
S3method("estMaxLik", "TSestModel")
export("estBlackBox")
export("estBlackBox1")
export("estSSMittnik")
export("MittnikReduction")
export("MittnikReduction.from.Hankel")
export("balanceMittnik")
export("SVDbalanceMittnik")
export("MittnikReducedModels")
export("estBlackBox2")
export("bestTSestModel")
export("estBlackBox3")
export("estBlackBox4")
export("bft")
export("Portmanteau")
export("checkResiduals")
S3method("checkResiduals", "default")
S3method("checkResiduals", "TSdata")
S3method("checkResiduals", "TSestModel")
export("informationTests")
export("informationTestsCalculations")
export("combine")
S3method("combine", "default")
S3method("combine", "TSdata")
S3method("percentChange", "TSdata")
S3method("percentChange", "TSestModel")
S3method("scale", "TSdata")
S3method("scale", "TSestModel")
S3method("scale", "ARMA")
S3method("scale", "innov")
S3method("scale", "nonInnov")
export("checkScale")
S3method("checkScale", "TSestModel")
S3method("checkScale", "TSmodel")
export("TobsInput")
S3method("TobsInput", "TSdata")
S3method("TobsInput", "TSestModel")
export("TobsOutput")
S3method("TobsOutput", "TSdata")
S3method("TobsOutput", "TSestModel")
export("startInput")
S3method("startInput", "TSdata")
S3method("startInput", "TSestModel")
export("startOutput")
S3method("startOutput", "TSdata")
S3method("startOutput", "TSestModel")
export("endInput")
S3method("endInput", "TSdata")
S3method("endInput", "TSestModel")
export("endOutput")
S3method("endOutput", "TSdata")
S3method("endOutput", "TSestModel")
export("frequencyInput")
S3method("frequencyInput", "TSdata")
S3method("frequencyInput", "TSestModel")
export("frequencyOutput")
S3method("frequencyOutput", "TSdata")
S3method("frequencyOutput", "TSestModel")
export("inputData")
S3method("inputData", "default")
S3method("inputData", "TSdata")
S3method("inputData", "TSestModel")
export("inputData<-")
S3method("inputData<-", "default")
S3method("inputData<-", "TSdata")
export("outputData")
S3method("outputData", "default")
S3method("outputData", "TSdata")
S3method("outputData", "TSestModel")
export("outputData<-")
S3method("outputData<-", "default")
S3method("outputData<-", "TSdata")
export("seriesNamesInput")
S3method("seriesNamesInput", "TSdata")
S3method("seriesNamesInput", "TSmodel")
S3method("seriesNamesInput", "TSestModel")
export("seriesNamesInput<-")
S3method("seriesNamesInput<-", "TSdata")
S3method("seriesNamesInput<-", "TSmodel")
S3method("seriesNamesInput<-", "TSestModel")
export("seriesNamesOutput")
S3method("seriesNamesOutput", "TSdata")
S3method("seriesNamesOutput", "TSmodel")
S3method("seriesNamesOutput", "TSestModel")
export("seriesNamesOutput<-")
S3method("seriesNamesOutput<-", "TSdata")
S3method("seriesNamesOutput<-", "TSmodel")
S3method("seriesNamesOutput<-", "TSestModel")
export("TSdata")
S3method("TSdata", "default")
S3method("TSdata", "TSdata")
S3method("TSdata", "TSestModel")
export("is.TSdata")
export("as.TSdata")
export("DSE.ar")
export("criteria.table.heading")
export("criteria.table.legend")
export("criteria.table.nheading")
export("estVARXmean.correction")
export("fake.TSestModel.missing.data")
export("printTestValue")
export("svd.criteria")
export("makeTSnoise")
## it seems dataset should not be exported
##export("eg1.DSE.data")
##export("eg1.DSE.data.diff")
##export("eg1.dat")
##export("egJofF.1dec93.data")
###################### from dse2 #############################
S3method("print", "forecastCov")
S3method("print", "forecastCovEstimatorsWRTdata.subsets")
S3method("print", "forecastCovEstimatorsWRTtrue")
S3method("summary", "forecastCov")
S3method("summary", "forecastCovEstimatorsWRTdata.subsets")
S3method("summary", "forecastCovEstimatorsWRTtrue")
S3method("print", "summary.forecastCov")
S3method("print", "summary.forecastCovEstimatorsWRTdata.subsets")
S3method("print", "summary.forecastCovEstimatorsWRTtrue")
S3method("tfplot", "featherForecasts")
S3method("tfplot", "forecast")
S3method("tfplot", "horizonForecasts")
S3method("seriesNamesInput", "forecast")
S3method("seriesNamesInput", "featherForecasts")
S3method("seriesNamesOutput", "forecast")
S3method("seriesNamesOutput", "featherForecasts")
S3method("nseries", "featherForecasts")
S3method("TSdata", "forecastCov")
S3method("TSmodel", "forecastCov")
S3method("roots", "forecastCovEstimatorsWRTtrue")
S3method("testEqual", "forecast")
S3method("testEqual", "forecastCov")
S3method("testEqual", "horizonForecasts")
export("forecast")
S3method("forecast", "TSdata")
S3method("forecast", "TSmodel")
S3method("forecast", "TSestModel")
export("is.forecast")
export("forecasts")
S3method("forecasts", "forecast")
S3method("forecasts", "featherForecasts")
S3method("forecasts", "horizonForecasts")
export("featherForecasts")
S3method("featherForecasts", "TSdata")
S3method("featherForecasts", "TSmodel")
S3method("featherForecasts", "TSestModel")
export("is.featherForecasts")
export("minimumStartupLag")
S3method("minimumStartupLag", "SS")
S3method("minimumStartupLag", "ARMA")
S3method("minimumStartupLag", "TSestModel")
export("startShift")
export("horizonForecasts")
S3method("horizonForecasts", "TSdata")
S3method("horizonForecasts", "TSmodel")
S3method("horizonForecasts", "TSestModel")
S3method("horizonForecasts", "forecastCov")
export("is.horizonForecasts")
##export("horizonForecastsCompiled")
S3method("horizonForecastsCompiled", "ARMA")
S3method("horizonForecastsCompiled", "SS")
export("estimatorsHorizonForecastsWRTdata")
export("forecastCov")
S3method("forecastCov", "TSdata")
S3method("forecastCov", "TSmodel")
S3method("forecastCov", "TSestModel")
export("is.forecastCov")
export("forecastCovReductionsWRTtrue")
##export("forecastCovCompiled")
S3method("forecastCovCompiled", "ARMA")
S3method("forecastCovCompiled", "SS")
S3method("forecastCovCompiled", "innov")
S3method("forecastCovCompiled", "nonInnov")
##export("forecastCovSingleModel")
export("totalForecastCov")
S3method("tfplot", "forecastCov")
S3method("tfplot", "forecastCovEstimatorsWRTdata")
export("outOfSample.forecastCovEstimatorsWRTdata")
export("forecastCovEstimatorsWRTdata")
export("is.forecastCovEstimatorsWRTdata")
export("extractforecastCov")
S3method("extractforecastCov", "forecastCovEstimatorsWRTdata")
S3method("extractforecastCov", "forecastCovEstimatorsFromModel")
export("forecastCovWRTtrue")
export("is.forecastCovWRTdata")
export("forecastCovEstimatorsWRTtrue")
export("is.forecastCovEstimatorsWRTtrue")
S3method("combine", "forecastCov")
S3method("combine", "forecastCovEstimatorsWRTdata")
S3method("combine", "forecastCovEstimatorsWRTtrue")
export("estimateModels")
export("is.estimatedModels")
S3method("print", "estimatedModels")
S3method("summary", "estimatedModels")
S3method("roots", "estimatedModels")
S3method("testEqual", "estimatedModels")
S3method("print", "summary.estimatedModels")
export("is.forecastCovEstimatorsWRTdata.subsets")
export("minForecastCov")
export("selectForecastCov")
export("excludeForecastCov")
#### deprecate ?
export("phasePlots")
export("shockDecomposition")
##export("mineStepwise")
export("permute")
export("stripMine")