dlm (1.1-5)

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Bayesian and Likelihood Analysis of Dynamic Linear Models.

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

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 6 months ago.


9 previous versions

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