dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

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

AuthorGiovanni Petris <GPetris@uark.edu>. Original C code for ARMS by Wally Gilks.
Date of publication2014-09-16 23:53:05
MaintainerGiovanni Petris <GPetris@uark.edu>
LicenseGPL (>= 2)

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Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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