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.

AuthorMaarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
Date of publication2014-03-27 16:43:52
MaintainerMaarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
LicenseGPL (>=2)
Version1.0-2
http://psychol.ucl.ac.uk/m.speekenbrink/software

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Files

dlrm/COPYING
dlrm/DESCRIPTION
dlrm/NAMESPACE
dlrm/NEWS
dlrm/R
dlrm/R/dlrm.R dlrm/R/mvdlrm.R
dlrm/README
dlrm/data
dlrm/data/SMPT.rda
dlrm/man
dlrm/man/SMPT.Rd dlrm/man/dlrm-internal.Rd dlrm/man/dlrm.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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