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dlrm: Dynamic Linear Regression Model
This package implements the estimation of a dynamic linear regression model by a Kalman filter/smoother, using the EM algorithm for (hyper-)parameter estimation.
Getting started
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Package details |
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| Author | Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk> |
| Maintainer | Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk> |
| License | GPL (>=2) |
| Version | 1.0-2 |
| URL | http://psychol.ucl.ac.uk/m.speekenbrink/software |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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