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

Package details

AuthorMaarten Speekenbrink <[email protected]>
MaintainerMaarten Speekenbrink <[email protected]>
LicenseGPL (>=2)
URL http://psychol.ucl.ac.uk/m.speekenbrink/software
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("dlrm", repos="http://R-Forge.R-project.org")

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dlrm documentation built on May 31, 2017, 3:43 a.m.