dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models
Version 1.1-5

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)
Date of publication2018-06-13 19:16:46 UTC
MaintainerGiovanni Petris <[email protected]>
LicenseGPL (>= 2)
Version1.1-5
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 June 14, 2018, 1:03 a.m.