dlm (1.1-3)
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.
7 previous versions
- dlm_1.1-2. Released over 2 years ago.
- dlm_1.1-1. Released about 3 years ago.
- dlm_1.1-0. Released over 3 years ago.
- dlm_1.0-2. Released almost 4 years ago.
- dlm_1.0-1. Released almost 4 years ago.
- dlm_0.9-1. Released almost 5 years ago.
- dlm_0.8-1. Released over 5 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of dlm yet. Want to be the first? Write one now.
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.)
Search for dlm on google, google scholar, r-help, r-devel.
Visit dlm on R Graphical Manual.