dlm is used to create Dynamic Linear Model objects.
is.dlm coerce an object to a Dynamic Linear
Model object and test whether an object is a Dynamic Linear Model.
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list with named elements
an arbitrary R object.
dlm is used to create Dynamic Linear Model
objects. These are lists with the named elements described above and
with class of
"dlm" has a number of methods. In particular, consistent
DLM can be added together to produce another DLM.
dlm, an object of class
Giovanni Petris [email protected]
Giovanni Petris (2010), An R Package for Dynamic Linear
Models. Journal of Statistical Software, 36(12), 1-16.
Petris, Petrone, and Campagnoli, Dynamic Linear Models with R, Springer (2009).
West and Harrison, Bayesian forecasting and dynamic models (2nd ed.), Springer (1997).
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