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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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dlm documentation built on June 14, 2018, 1:03 a.m.