opardo/dlmRStan: Dynamic Linear Models, using RStan.

Bayesian Linear Model in a time series context (different beta's value for each period). Uses RStan to develop the MCMC algorithm.

Getting started

Package details

AuthorOmar Pardo
MaintainerOmar Pardo <omarpardog@gmail.com>
LicenseGPL-3
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("opardo/dlmRStan")
opardo/dlmRStan documentation built on May 20, 2019, 7:59 a.m.