dlm (1.1-5)

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Bayesian and Likelihood Analysis of Dynamic Linear Models.


Provides routines for 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 [aut, cre], Wally Gilks [ctb] (Author of original C code for ARMS)

License: GPL (>= 2)

Uses: MASS
Reverse suggests: dlmodeler, ggfortify

Released over 1 year ago.

9 previous versions



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