Provides routines for Maximum likelihood,
Kalman filtering and smoothing, and Bayesian
analysis of Normal linear State Space models, also known as
Dynamic Linear Models.
| Version: |
1.1-5 |
| Imports: |
stats, utils, methods, grDevices, graphics |
| Suggests: |
MASS |
| Published: |
2018-06-13 |
| Author: |
Giovanni Petris [aut, cre],
Wally Gilks [ctb] (Author of original C code for ARMS) |
| Maintainer: |
Giovanni Petris <GPetris at uark.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
dlm citation info |
| Materials: |
README NEWS |
| In views: |
Bayesian, Finance, TimeSeries |
| CRAN checks: |
dlm results |