dse

Package: dse
Version: 2015.12-1
Title: Dynamic Systems Estimation (Time Series Package)
Description: Tools for multivariate, linear, time-invariant,
time series models. This includes ARMA and state-space representations,
and methods for converting between them. It also includes simulation
methods and several estimation functions. The package has functions
for looking at model roots, stability, and forecasts at different
horizons. The ARMA model representation is general, so that VAR, VARX,
ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
filter and smoother estimates can be obtained from the state space
model, and state-space model reduction techniques are implemented.
An introduction and User's Guide is available in a vignette.
Depends: R (>= 2.5.0), tfplot
Imports: tframe (>= 2007.5-3), stats, utils, graphics, grDevices,
setRNG (>= 2004.4-1)
LazyLoad: yes
License: GPL-2
Copyright: 1993-1996,1998-2011 Bank of Canada. 1997,2012-2014 Paul
Gilbert
Author: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
Maintainer: Paul Gilbert <pgilbert.ttv9z@ncf.ca>
URL: http://tsanalysis.r-forge.r-project.org/
NeedsCompilation: yes
Packaged: 2015-12-16 01:58:32 UTC; paul
Repository: CRAN
Date/Publication: 2015-12-16 18:54:01

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'dse' ...
** package 'dse' successfully unpacked and MD5 sums checked
** libs
f95   -fpic  -g -O2  -c dsefor.f -o dsefor.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o dse.so dsefor.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/dse/libs
** R
** data
** demo
** exec
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'dse'
    finding HTML links ... done
    00.dse.Intro                            html  
    ARMA                                    html  
    DSEflags                                html  
    DSEutilities                            html  
    DSEversion                              html  
    McMillanDegree                          html  
    MittnikReducedModels                    html  
    MittnikReduction                        html  
    Polynomials                             html  
    Portmanteau                             html  
    Riccati                                 html  
    SS                                      html  
    TSdata                                  html  
    TSdata.forecastCov                      html  
    TSdata.object                           html  
    TSestModel                              html  
    TSmodel                                 html  
    acf                                     html  
    addPlotRoots                            html  
    balanceMittnik                          html  
    bestTSestModel                          html  
    checkBalance                            html  
    checkBalanceMittnik                     html  
    checkConsistentDimensions               html  
    checkResiduals                          html  
    coef.TSmodel                            html  
    combine                                 html  
    combine.TSdata                          html  
    combine.forecastCov                     html  
    dse-package                             html  
    eg1.DSE.data                            html  
    egJofF.1dec93.data                      html  
    estBlackBox                             html  
    estBlackBox1                            html  
    estBlackBox2                            html  
    estBlackBox3                            html  
    estBlackBox4                            html  
    estMaxLik                               html  
    estSSMittnik                            html  
    estSSfromVARX                           html  
    estVARXar                               html  
    estVARXls                               html  
    estWtVariables                          html  
    estimateModels                          html  
    estimatorsHorizonForecastsWRTdata       html  
    excludeForecastCov                      html  
    extractforecastCov                      html  
    featherForecasts                        html  
    fixConstants                            html  
    fixF                                    html  
    forecast                                html  
    forecastCov                             html  
    forecastCovCompiled                     html  
    forecastCovEstimatorsWRTdata            html  
    forecastCovEstimatorsWRTtrue            html  
    forecastCovReductionsWRTtrue            html  
    forecastCovWRTtrue                      html  
    forecasts                               html  
    gmap                                    html  
    horizonForecasts                        html  
    horizonForecastsCompiled                html  
    informationTests                        html  
    informationTestsCalculations            html  
    inputData                               html  
    is.forecastCovEstimatorsWRTdata.subsets
                                            html  
    l.ARMA                                  html  
    l                                       html  
    l.SS                                    html  
    makeTSnoise                             html  
    markovParms                             html  
    minForecastCov                          html  
    minimumStartupLag                       html  
    nseries.featherForecasts                html  
    nseriesInput                            html  
    nstates                                 html  
    observability                           html  
    outOfSample.forecastCovEstimatorsWRTdata
                                            html  
    percentChange.TSdata                    html  
Rd warning: /tmp/RtmpeXT1nd/R.INSTALL67df36e8f02f/dse/man/percentChange.TSdata.Rd:31: missing file link 'ytoypc'
    periods.TSdata                          html  
Rd warning: /tmp/RtmpeXT1nd/R.INSTALL67df36e8f02f/dse/man/periods.TSdata.Rd:29: missing file link 'Tobs'
Rd warning: /tmp/RtmpeXT1nd/R.INSTALL67df36e8f02f/dse/man/periods.TSdata.Rd:31: missing file link 'tfend'
Rd warning: /tmp/RtmpeXT1nd/R.INSTALL67df36e8f02f/dse/man/periods.TSdata.Rd:32: missing file link 'tffrequency'
Rd warning: /tmp/RtmpeXT1nd/R.INSTALL67df36e8f02f/dse/man/periods.TSdata.Rd:34: missing file link 'end'
Rd warning: /tmp/RtmpeXT1nd/R.INSTALL67df36e8f02f/dse/man/periods.TSdata.Rd:35: missing file link 'frequency'
    periodsInput                            html  
    permute                                 html  
    phasePlots                              html  
    plot.roots                              html  
    print.TSdata                            html  
    print.TSestModel                        html  
    print.forecastCov                       html  
    reachability                            html  
    residualStats                           html  
    residuals.TSestModel                    html  
    roots                                   html  
    roots.estimatedModels                   html  
    scale.TSdata                            html  
    selectForecastCov                       html  
    seriesNames.TSdata                      html  
    seriesNamesInput                        html  
    seriesNamesInput.forecast               html  
    setArrays                               html  
    setTSmodelParameters                    html  
    shockDecomposition                      html  
    simulate                                html  
    smoother                                html  
    stability                               html  
    state                                   html  
    stripMine                               html  
    sumSqerror                              html  
    summary.TSdata                          html  
    summary.forecastCov                     html  
    testEqual.ARMA                          html  
    testEqual.forecast                      html  
    tfplot.TSdata                           html  
    tfplot.forecast                         html  
    tfplot.forecastCov                      html  
    tframed.TSdata                          html  
Rd warning: /tmp/RtmpeXT1nd/R.INSTALL67df36e8f02f/dse/man/tframed.TSdata.Rd:40: missing file link 'tframed'
    toARMA                                  html  
    toSS                                    html  
    toSSChol                                html  
    toSSOform                               html  
    toSSinnov                               html  
    totalForecastCov                        html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (dse)
Making 'packages.html' ... done