Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models
| Version: | 0.8-1 |
| Suggests: | MASS |
| Date: | 2007-11-14 |
| Author: | Giovanni Petris |
| Maintainer: | Giovanni Petris <GPetris at uark.edu> |
| License: | GPL (version 2 or later) |
| In views: | Bayesian, Econometrics, Finance |
| CRAN checks: | dlm results |
Downloads:
| Package source: | dlm_0.8-1.tar.gz |
| MacOS X binary: | dlm_0.8-1.tgz |
| Windows binary: | dlm_0.8-1.zip |
| Reference manual: | dlm.pdf |
| Vignettes: |
dlm: MLE and Bayesian analysis of Dynamic Linear Models |
| Old sources: | dlm archive |