dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

Provides routines for Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models.

Package details

AuthorGiovanni Petris [aut, cre], Wally Gilks [ctb] (Author of original C code for ARMS)
MaintainerGiovanni Petris <GPetris@uark.edu>
LicenseGPL (>= 2)
Version1.1-6.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dlm")

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dlm documentation built on Sept. 21, 2024, 9:06 a.m.