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.

Author
Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
Date of publication
2014-03-27 16:43:52
Maintainer
Maarten Speekenbrink <m.speekenbrink@ucl.ac.uk>
License
GPL (>=2)
Version
1.0-2
URLs

View on R-Forge

Man pages

dlrm
Dynamic linear regression model
dlrm-internal
dlrm internal functions
SMPT
Stock Market Prediction Task

Files in this package

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