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Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.
Package details 


Author  Steven L. Scott <steve.the.bayesian@gmail.com> 
Maintainer  Steven L. Scott <steve.the.bayesian@gmail.com> 
License  LGPL2.1  MIT + file LICENSE 
Version  0.9.9 
Package repository  View on CRAN 
Installation 
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