dlm: Bayesian and Likelihood Analysis of Dynamic Linear Models

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

Version: 1.1-4
Suggests: MASS
Published: 2014-09-16
Author: Giovanni Petris. Original C code for ARMS by Wally Gilks.
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


Reference manual: dlm.pdf
Vignettes: dlm: MLE and Bayesian analysis of Dynamic Linear Models
Package source: dlm_1.1-4.tar.gz
Windows binaries: r-devel: dlm_1.1-4.zip, r-release: dlm_1.1-4.zip, r-oldrel: dlm_1.1-4.zip
OS X binaries: r-release: dlm_1.1-4.tgz, r-oldrel: dlm_1.1-4.tgz
Old sources: dlm archive

Reverse dependencies:

Reverse imports: BaM, ElastH
Reverse suggests: dlmodeler, ggfortify, KFKSDS


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