dbnlearn: Dynamic Bayesian Network Structure Learning, Parameter Learning and Forecasting

It allows to learn the structure of univariate time series, learning parameters and forecasting. Implements a model of Dynamic Bayesian Networks with temporal windows, with collections of linear regressors for Gaussian nodes, based on the introductory texts of Korb and Nicholson (2010) <doi:10.1201/b10391> and Nagarajan, Scutari and Lèbre (2013) <doi:10.1007/978-1-4614-6446-4>.

Package details

AuthorRobson Fernandes [aut, cre, cph]
MaintainerRobson Fernandes <robson.fernandes@usp.br>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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dbnlearn documentation built on July 30, 2020, 5:14 p.m.