dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

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 <GPetris@uark.edu>
MaintainerGiovanni Petris <GPetris@uark.edu>
LicenseGPL (>= 2)
Version1.1-2
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("dlm", repos="http://R-Forge.R-project.org")

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dlm documentation built on May 2, 2019, 4:58 p.m.