dlm (version 1.1-6)

Bayesian and Likelihood Analysis of Dynamic Linear Models

Description

Provides routines for Maximum likelihood, Kalman filtering and smoothing, and Bayesian analysis of Normal linear State Space models, also known as Dynamic Linear Models.

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Install

install.packages('dlm')

Monthly Downloads

6,285

Version

1.1-6

License

GPL (>= 2)

Last Published

November 28th, 2022

Functions in dlm (1.1-6)