# Structural Time Series Models

## Documentation for package ‘stsm’ version 1.9

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

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