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  "Package": "dlm",
  "Title": "Bayesian and Likelihood Analysis of Dynamic Linear Models",
  "Version": "1.1-6.1",
  "Date": "2022-11-12",
  "Authors@R": "c(\nperson(\"Giovanni\", \"Petris\", email = \"GPetris@uark.edu\", role = c(\"aut\", \"cre\")),\nperson(\"Wally\", \"Gilks\", role = \"ctb\", comment = \"Author of original C code for ARMS\"))",
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  "Description": "Provides routines for Maximum likelihood, Kalman filtering\nand smoothing, and Bayesian analysis of Normal linear State\nSpace models, also known as Dynamic Linear Models.",
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    "dlmModPoly",
    "dlmModReg",
    "dlmModSeas",
    "dlmModTrig",
    "dlmRandom",
    "dlmSmooth",
    "dlmSum",
    "dlmSvd2var",
    "dropFirst",
    "ergMean",
    "FF",
    "FF<-",
    "GG",
    "GG<-",
    "is.dlm",
    "JFF",
    "JFF<-",
    "JGG",
    "JGG<-",
    "JV",
    "JV<-",
    "JW",
    "JW<-",
    "m0",
    "m0<-",
    "mcmcMean",
    "mcmcMeans",
    "mcmcSD",
    "rwishart",
    "V",
    "V<-",
    "W",
    "W<-",
    "X",
    "X<-"
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      "name": "NelPlo",
      "title": "Nelson-Plosser macroeconomic time series",
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      "file": "NelPlo.rda",
      "class": [
        "mts",
        "ts"
      ],
      "fields": [
        "ip",
        "stock.prices"
      ],
      "rows": 43,
      "table": true,
      "tojson": true
    },
    {
      "name": "USecon",
      "title": "US macroeconomic time series",
      "object": "USecon",
      "file": "USecon.rda",
      "class": [
        "mts",
        "ts"
      ],
      "fields": [
        "M1",
        "GNP"
      ],
      "rows": 40,
      "table": true,
      "tojson": true
    }
  ],
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      "page": "arms",
      "title": "Function to perform Adaptive Rejection Metropolis Sampling",
      "topics": [
        "arms"
      ]
    },
    {
      "page": "ARtransPars",
      "title": "Function to parametrize a stationary AR process",
      "topics": [
        "ARtransPars"
      ]
    },
    {
      "page": "bdiag",
      "title": "Build a block diagonal matrix",
      "topics": [
        "bdiag"
      ]
    },
    {
      "page": "convex.bounds",
      "title": "Find the boundaries of a convex set",
      "topics": [
        "convex.bounds"
      ]
    },
    {
      "page": "dlm",
      "title": "dlm objects",
      "topics": [
        "as.dlm",
        "dlm",
        "is.dlm"
      ]
    },
    {
      "page": "dlmBSample",
      "title": "Draw from the posterior distribution of the state vectors",
      "topics": [
        "dlmBSample"
      ]
    },
    {
      "page": "dlmFilter",
      "title": "DLM filtering",
      "topics": [
        "dlmFilter"
      ]
    },
    {
      "page": "dlmForecast",
      "title": "Prediction and simulation of future observations",
      "topics": [
        "dlmForecast"
      ]
    },
    {
      "page": "dlmGibbsDIG",
      "title": "Gibbs sampling for d-inverse-gamma model",
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      ]
    },
    {
      "page": "dlmLL",
      "title": "Log likelihood evaluation for a state space model",
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        "dlmLL"
      ]
    },
    {
      "page": "dlmMLE",
      "title": "Parameter estimation by maximum likelihood",
      "topics": [
        "dlmMLE"
      ]
    },
    {
      "page": "dlmModARMA",
      "title": "Create a DLM representation of an ARMA process",
      "topics": [
        "dlmModARMA"
      ]
    },
    {
      "page": "dlmModPoly",
      "title": "Create an n-th order polynomial DLM",
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        "dlmModPoly"
      ]
    },
    {
      "page": "dlmModReg",
      "title": "Create a DLM representation of a regression model",
      "topics": [
        "dlmModReg"
      ]
    },
    {
      "page": "dlmModSeas",
      "title": "Create a DLM for seasonal factors",
      "topics": [
        "dlmModSeas"
      ]
    },
    {
      "page": "dlmModTrig",
      "title": "Create Fourier representation of a periodic DLM component",
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    },
    {
      "page": "dlmRandom",
      "title": "Random DLM",
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        "dlmRandom"
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    },
    {
      "page": "dlmSmooth",
      "title": "DLM smoothing",
      "topics": [
        "dlmSmooth",
        "dlmSmooth.default",
        "dlmSmooth.dlmFiltered"
      ]
    },
    {
      "page": "dlmSum",
      "title": "Outer sum of Dynamic Linear Models",
      "topics": [
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        "dlmSum"
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    },
    {
      "page": "dlmSvd2var",
      "title": "Compute a nonnegative definite matrix from its Singular Value Decomposition",
      "topics": [
        "dlmSvd2var"
      ]
    },
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      "page": "dropFirst",
      "title": "Drop the first element of a vector or matrix",
      "topics": [
        "dropFirst"
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    },
    {
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      "title": "Components of a dlm object",
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        "C0.dlm",
        "C0<-",
        "C0<-.dlm",
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        "FF.dlm",
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        "FF<-.dlm",
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        "JFF<-",
        "JFF<-.dlm",
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        "JGG<-",
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      "title": "Utility functions for MCMC output analysis",
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        "mcmcMean",
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        "mcmcSD"
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    },
    {
      "page": "NelPlo",
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    },
    {
      "page": "residuals.dlmFiltered",
      "title": "One-step forecast errors",
      "topics": [
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      "page": "rwishart",
      "title": "Random Wishart matrix",
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    },
    {
      "page": "USecon",
      "title": "US macroeconomic time series",
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