# Package com.numericalmethod.suanshu.stats.dlm.univariate

• Class Summary
Class Description
DLM
This is the multivariate controlled DLM (controlled Dynamic Linear Model) specification.
DLMSeries
This is a simulator for a multivariate controlled dynamic linear model process.
DLMSeries.Entry
This is the TimeSeries.Entry for a univariate DLM time series.
DLMSim
This is a simulator for a univariate controlled dynamic linear model process.
DLMSim.Innovation
a simulated innovation
LinearKalmanFilter
The Kalman filter, also known as linear quadratic estimation (LQE), is an algorithm which uses a series of measurements observed over time, containing noise (random variations) and other inaccuracies, and produces estimates of unknown variables that tend to be more precise than those that would be based on a single measurement alone.
ObservationEquation
This is the observation equation in a controlled dynamic linear model.
StateEquation
This is the state equation in a controlled dynamic linear model.