kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Package details

AuthorSilvaneo dos Santos Jr. [aut, cre], Mariane Branco Alves [aut], Hélio dos Santos Migon [aut]
MaintainerSilvaneo dos Santos Jr. <silvaneojunior@utexas.edu>
LicenseGPL (>= 3)
Version1.2.7
URL https://silvaneojunior.github.io/kDGLM/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("kDGLM")

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kDGLM documentation built on April 4, 2025, 4:44 a.m.