dlm (1.1-3)

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Bayesian and Likelihood Analysis of Dynamic Linear Models.

http://cran.r-project.org/web/packages/dlm

Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models

Maintainer: Giovanni Petris
Author(s): Giovanni Petris <GPetris@uark.edu>. Original C code for ARMS by Wally Gilks.

License: GPL (>= 2)

Uses: MASS
Reverse suggests: dlmodeler

Released about 1 month ago.


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Related packages: MSBVAR, bayesGARCH, dse, dyn, dynlm, its, sde, timeSeries, tsDyn, tseries, tsfa, urca, vars, zoo, CADFtest, forecast, bayesm, BAYSTAR, bspec, ensembleBMA(20 best matches, based on common tags.)


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