dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models
Version 1.1-4

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 <[email protected]>. Original C code for ARMS by Wally Gilks.
Date of publication2014-09-16 23:53:05
MaintainerGiovanni Petris <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the dlm package in your browser

Any scripts or data that you put into this service are public.

dlm documentation built on May 30, 2017, 3:37 a.m.